Senior Algorithmic Trader / Strategy Lead

What you will do

• Own a strategy book and its P&L mandate — the return, the risk taken to earn it, and the explanation when it goes wrong.
• Define the strategy roadmap across delta-neutral and directional sleeves, and make the capital allocation calls between them as regimes change.
• Build strategy families rather than one-off strategies: portfolios of related, individually understood edges with deliberate correlation structure and combined capacity.
• Set the research standard — data hygiene, backtest methodology, sign-off gates before a strategy touches live capital, sizing ladders for scale-up, and mandatory post-mortems on retirement.
• Work with fund leadership on the risk framework: gross and net limits, drawdown ladders and de-risking triggers, correlation budgets, venue and counterparty concentration limits.
• Review the research of mid-level traders, raise the technical bar of the desk, and mentor traders toward independent risk-taking.
• Set the infrastructure agenda with engineering — market data, backtest platform, order management, execution latency where it genuinely binds — and defend the priorities on expected value.
• Own technical and commercial venue relationships alongside the market-making desk: fee tiers, connectivity, margin terms, settlement.
• Report performance and attribution in language an allocator can act on — what drove the number, what the risk was, what changes next quarter.

What you need

• You have run a book with meaningful size and can prove it — a multi-year live record covering at least one genuine crypto drawdown regime, not a single favourable year.
• You have built strategy families across both delta-neutral and directional mandates, and can explain how they combine at portfolio level: correlation in stress, capacity constraints, weighting, and when you turn one off.
• A track record that is provable and demonstrable at interview, and that survives detailed interrogation — live P&L, per-strategy attribution, drawdown and recovery, capacity, turnover, cost drag, and an honest account of what stopped working and why.
• Demonstrated capital allocation judgment: you have moved size between a neutral carry book and a directional book, and can defend both the reasoning and the outcome.
• Deep crypto market microstructure command across spot, perpetuals and futures — funding and basis regimes, liquidation dynamics, margin and settlement risk, and how venue idiosyncrasies become P&L.
• Production engineering judgment: you know what belongs in research versus production, where latency actually matters, and how to specify systems engineers can build.
• Risk leadership under real pressure — you have cut a strategy you believed in, sized down into a drawdown, and managed a live venue or counterparty incident with capital exposed.
• You have built research process for other people, not only for yourself: standards, review, and a culture where negative results get written up.

Bonus

• Prior lead, PM or pod-head responsibility at a proprietary trading firm, crypto fund or multi-strategy platform.
• Options and volatility book experience — running vol as a strategy sleeve rather than only as a hedge.
• Substantive on-chain experience: DEX perpetuals, AMM liquidity provision, MEV, on-chain settlement and custody risk.
• Experience standing a desk or fund up from zero — infrastructure, risk framework, reporting and operational controls built rather than inherited.
• A systematic background in traditional markets alongside crypto, and a view on what does and does not transfer.

How we hire

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