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OpenFX is building infrastructure to enable cross-border payments for institutions, with a mission to move money as freely as data across time zones and legacy systems. The company is backed by top-tier investors (Accel, Lightspeed, NfX) and has assembled a team with experience from JP Morgan, Goldman Sachs, FalconX, PayPal, Affirm, Polygon, Kraken, and Nium.
You will join the Capital Markets team as a Quantitative Trader/Developer, working on trading, hedging, and market-making strategies across stablecoin and FX business lines. This is a hybrid role based in Bangalore or London, with direct collaboration with the trading desk.
Key responsibilities include:
- Developing, maintaining, and improving trading and hedging strategies from idea through live execution, with full ownership of P&L outcomes
- Owning the reliability, observability, and operational performance of live trading systems; serving as primary responder to production incidents
- Building and improving internal tools, dashboards, alerts, and automation to reduce manual intervention and ensure safe testing and deployment
- Researching market microstructure and translating analysis into competitive edges
- Engaging in full-cycle trading development: research, coding, testing, and production deployment
- Bringing unprompted ideas to the desk and defending them with data
You will be evaluated on the strategies you ship and the P&L they generate. Your manager acts as a sounding board on trades, not an assignment-giver; you operate with high agency and independence.
Requirements:
- 3+ years solving hard problems through code with real metrics and impact in industry
- Strong development skills in Python and/or C++
- Proven experience in market making, prop trading, or trading-adjacent quant roles (must have both written code and owned trading decisions on the same strategy)
- Probabilistic thinking and mathematical reasoning with ability to react quickly to rapidly changing markets
- Comfort with abstract, ambiguous problems; self-directed learning of new domains (venues, asset classes, infrastructure)
- Reliable availability around scheduled market-moving events
- Extreme attention to detail and competitive spirit
Preferred qualifications:
- Experience at prop trading firms, HFT shops, or crypto market makers (Jane Street, Two Sigma, XTX, Jump, Wintermute, Cumberland/DRW, or similar)
- Research background in statistics or machine learning
- Experience with on-chain derivatives, DeFi perp venues, or cross-venue arbitrage
- Background in stablecoin infrastructure, settlement rails, market microstructure, options pricing, or systematic FX trading
