About the role
The team is building the mathematical foundation for a new perpetual futures exchange. The quantitative researcher designs and implements the core pricing, risk, and margin systems. This involves developing methodologies for price aggregation, funding rates, and margin parameters, and monitoring their performance in live markets.
Our summary of the posting; the original is on the Polymarket careers page.
What the posting requires
- Required
- Python
- Production code
- Perp exchange mechanics
- Market microstructure
- Funding rate formula
- Price formation
- Index aggregation methodology
- Liquidity
- Margin tier model
- Staleness
- Preferred
- On-chain data
- Decentralized price feeds
- Multi-source price aggregation
- Execution
- Oracle systems
- Market making
These tags are our reading of the posting. They can miss something; the original posting is the reference.