Head of Quant Trading

• Location: New York, NY (In-Person Preferred)

• Employment Type: Flexible (Prefer full time, but open to Part-Time / Contract, ~20–30 hours per week)

• Compensation: $120–$250/hr (contract) or competitive salary; meaningful P&L-linked upside and discretionary capital allocation

Blockhouse builds intelligent execution algorithms and alpha strategies for institutional traders. Our stack integrates real-time signal generation, low-latency trading infrastructure, and microstructure-aware execution in crypto.

We’re hiring a hands-on Head of Quant Trading to own a crypto book end-to-end—from research and model design through portfolio construction, execution, and risk. The right candidate has scaled strategies from small AUM to institutional size and still codes (Python preferred). You’ll run a live program on Blockhouse infrastructure, mentor researchers, and drive the roadmap for capital scaling and risk discipline.

1. Own the book: Define mandate, targets, constraints; set KPIs (capacity, turnover, ROIC/Sharpe, drawdown).

2. Research → Production: Design, validate, and ship alpha (market-neutral/stat-arb, basis, cross-venue spreads, funding, MM-style edges).

3. Portfolio construction: Position sizing, signal mixing, transaction-cost modeling, inventory and leverage management.

4. Execution & microstructure: Partner with our EMS to minimize slippage, manage queue/impact, and route across CEX/DEX.

5. Risk & controls: Build guardrails (factor/venue/latency risk, regime shifts, kill-switches), run stress/what-ifs, manage drawdowns.

6. Capacity scaling: Identify bottlenecks (liquidity, borrow, latency, fees), redesign for 10×–100× AUM while preserving edge.

7. Team leadership: Mentor QRs/QDs, enforce research hygiene (reproducibility, out-of-sample, sim parity), and uphold shipping cadence.

8. Capital interface: Inform allocation decisions; contribute to LP materials, track-record reporting, and audits as needed.

1. 5–10+ years in quant trading/PM or senior QR with production P&L; crypto derivatives strongly preferred (perps, funding, basis).

2. Proven scaling: Evidence of taking a multi-million program toward hundreds of millions/billions (or clear capacity playbook).

3. Coding: Strong Python (NumPy/Pandas, async I/O); experience taking research to production (profiling, reliability).

4. Microstructure: Order book mechanics, queue dynamics, impact modeling, fee/latency economics across multiple venues.

5. APIs & data: REST/WebSocket/FIX, historical + live data pipelines; comfort with exchange quirks and data normalization.

6. Portfolio & risk: Transaction-cost-aware portfolio construction, leverage/margin, borrow/financing, and regime detection.

7. Communication & leadership: Ability to set direction, review research rigorously, and ship on a schedule.

8. Nice to have: AWS/Docker; C++/Rust for critical paths; prior capital-raising or LP communications.

1. Run what you build on production-grade infra spanning multiple venues with first-class execution.

2. Real ownership: Research direction, portfolio decisions, and scaling strategy—plus P&L-linked upside.

3. Small, elite team: Ship fast, avoid bureaucracy, and mentor strong juniors.

4. Flexible engagement: Full-time preferred; part-time/contract possible without external trading restrictions (subject to conflicts).

If you're interested, we encourage you to submit your resume directly on this platform. We look forward to hearing from you.