Head of Quantitative Research - Systematic Market Making

Chainsage is a fully remote, sub-20-person quantitative trading firm operating across major crypto venues. We build proprietary, low-latency systematic market-making and arbitrage systems from first principles, trading billions of dollars in monthly volume.We believe quantitative trading will be dominated by actors who can establish agentic research and development loops fastest. We are well funded, move quickly and value autonomy.Must HaveHave at least 5 hour overlap with US East Coast to Europe timezones (GMT-4 to GMT+3)6+ years in systematic trading (market making, stat-arb, futures basis), ideally HFTExperience with market microstructure and/or pricing engines, risk management models, setting up ML pipelinesExtensive professional experience with C++ or PythonResponsibilitiesDefine and execute the quantitative strategy for the companyLead the research, design and development of models for pricing derivatives, market microstructure analysis, risk management, liquidity assessment and managementCollaborate closely with engineers to build systems and frameworks for managing risk, monitoring tradingMentor, recruit and lead a team of quantitative analystsIdentify new venues, markets and instruments to tradeWhat We OfferTight feedback loop between research and execution, highly motivated coworkers who excel at what they doBase + profit sharing + pre-funding equityFully remote, highly flexible and dynamic environment, periodic in-person R&D sprintsVisa sponsorship in various jurisdictions, including the US (H1B) and the UK/EU