Quantitative Developer

Job description

**At Midas,** we tackle real-world engineering challenges to reshape the future of finance. Our mission is to build the fastest and most reliable products, delivering a seamless experience that empowers everyone to manage their money effortlessly. **More than 4.5 million users** use our product. Backed by an **$80M Series B**, the largest fintech investment ever in Turkey, we are scaling faster than ever. **Read Before You Apply 🚨** This role is **not for everyone.** We are looking for **outlier engineers** who: Have **owned products end-to-end**, from idea to production monitoring. Have **managed live incidents**, written post-mortems, and implemented long-term fixes. Passionate about delivering exceptional **product experiences and maximizing user impact**, beyond just writing code. **Years of experience don’t matter** — what matters is **the depth of ownership, incident handling, and product impact you’ve delivered.** If this doesn’t sound like you, no worries — Midas has other opportunities that may be a better fit. ### What You’ll Do - Design, build, and optimize automated execution and hedging systems operating across crypto exchanges and liquidity venues. - Develop execution algorithms, netting mechanisms, and dynamic hedging strategies to efficiently manage trade flow and market exposure. - Build systems to manage, rebalance, and risk-manage inventory positions resulting from trading and execution activity. - Own the full lifecycle: from quantitative research, backtesting, and simulation to implementation, deployment, monitoring, and live performance tuning. - Analyze market microstructure, order book dynamics, execution quality, slippage, and trading performance to identify opportunities and continuously improve strategies. - Build high-throughput, low-latency trading systems using Go for core execution services and Python for research, analysis, and strategy development. - Make pragmatic architectural and quantitative decisions, balancing execution quality, latency, risk, reliability, and trading costs. - Continuously improve live trading systems with a focus on performance, observability, resiliency, and operational excellence. ### What We’re Looking For - Strong fundamentals in computer science, algorithms, data structures, and quantitative problem solving. - Hands-on experience building quantitative trading, algorithmic trading, execution, or HFT systems. - Strong understanding of market microstructure, order books, execution, slippage, and liquidity. - Experience with execution algorithms, netting, dynamic or delta hedging, and inventory management. - Deep understanding of crypto market structure and exchange mechanics, including REST/WebSocket APIs and real-time market data. - Strong experience with Go (Golang) for concurrent, high-throughput, performance-sensitive systems. - Proficiency in Python for research, data analysis, backtesting, simulation, and strategy prototyping. - Ability to go beyond implementation: challenge assumptions, translate market behavior into quantitative hypotheses, and continuously improve execution and hedging strategies. - Experience building and operating resilient, production-grade systems in 24/7 real-time markets. - Familiarity with distributed systems, event-driven architectures, queueing systems, and modern cloud environments is a strong plus. - A mindset of ownership and accountability — you care about execution quality, risk, and live trading performance, not just the code. ### How We Work - **Full ownership** — you don’t wait, you [solve.](http://solve.First) - **First principles mindset** — you question assumptions and rebuild where needed. - **Balance speed & quality** — you ship fast, but always clean. - **Product mindset** — you care about the user impact, not just the code. - **Calm under pressure** — incidents happen; you lead with clarity and composure.