Job Description
Job Description
About Us
We're building a DeFi protocol focused on unlocking capital efficiency in prediction markets. Our initial product enables users to borrow against positions on leading prediction platforms.
We believe prediction markets will become one of the largest derivatives categories globally. Our goal is to provide the core financial infrastructure that institutions and sophisticated traders rely on.
You'll join a small, high-calibre team working on the design of critical systems, including liquidation and risk engines.
What You'll Do
- Design and optimize margin systems (LLTVs, APRs, liquidation logic, market eligibility, exposure limits)
- Develop oracle frameworks for accurate collateral pricing and manipulation resistance
- Run simulations for cross-margining, including price scenarios and liquidity conditions
What We're Looking For
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3–5 years of experience at a top-tier quantitative or HFT firm
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Strong expertise in machine learning for price and liquidity modeling
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Ability to work in-person in New York City