OTC Quantitative Developer

This role sits at the intersection of quantitative finance, algorithmic trading, and digital assets, building and maintaining the systems that power institutional OTC derivatives trading.What you'll be working on:Building and extending OTC derivatives trading systems in Rust.Implementing pricing, risk, and quoting logic developed by quant and research teams.Taking ownership of complex, quant-heavy libraries and making them safer to evolve.Working directly with traders to turn requirements into production-ready solutions.Owning features end to end, including trader-facing tools and some TypeScript development.What we're looking for:5+ years of professional software engineering experience.Strong hands-on Rust development skills.Experience with options or derivatives systems, including pricing, risk, quoting, or trade booking.A solid quantitative foundation and the ability to understand and implement pricing and risk models.Experience building production systems in trading, market making, or another high-stakes environment.The ability to work directly with traders and take ownership of complex engineering challenges.Experience with OTC derivatives, options market making, volatility surfaces, Greeks, or institutional crypto trading would be a strong advantage. A C++ background is also useful.Why consider this opportunity?Join a global digital asset trading and technology environment where engineering works closely with trading and quantitative teams. You'll have meaningful ownership, direct exposure to trading operations, and the opportunity to solve complex engineering challenges shaping the future of digital asset markets.