Junior Quantitative Trader

Design, deploy, and optimize automated trading strategies across Drift perpetual and spot markets, monitor performance, backtest with historical and external data, run risk-managed on-chain strategies with real capital, and analyze trading activity to identify opportunities.

Responsibilities

• Design and deploy automated trading strategies across Drift perps and spot markets and other exchanges
• Monitor and optimize strategy performance based on PnL, volume generated, capital efficiency, and risk
• Backtest and simulate strategies using Drift historical data and external datasets
• Run risk-managed strategies on-chain, including delta-neutral and directional plays, with real capital
• Contribute to Drift liquidity growth by identifying inefficiencies, quoting opportunities, or gaps in market depth
• Analyze Drift trading activity and data to uncover new opportunities or flag anomalies
• Build internal dashboards and tracking tools for strategy metrics, trade logs, and capital usage

Requirements

• Strong coding skills in Python, TypeScript, or Rust
• Hands-on experience with DeFi trading, market-making, or crypto strategy development
• Fluency in financial concepts like PnL attribution, slippage, Sharpe/Sortino, and liquidity metrics
• Familiarity with Solana development tools, on-chain data, and trading APIs
• Strong sense of ownership, reliability, and execution speed
• Bonus: Experience using Drift or building on Solana