Head of Quantitative Strategy – Crypto Arbitrage

Role Overview

Zento Era is advancing an institutional-grade platform focused on cryptocurrency arbitrage and cross-exchange trading. The foundational infrastructure, engineering, and data layers are already established. The company seeks a seasoned professional with prior hands-on experience in this domain to lead strategy design, risk governance, and live performance accountability.

Key Responsibilities

• Manage the funding arbitrage initiatives spanning perpetual-spot basis, perpetual-perpetual basis, cross-exchange spot arbitrage, and funding rate term structures, making strategic decisions about which approaches to deploy, their capital allocation, and sequencing.
• Collaborate with engineering teams to convert trading strategies into production-ready code, approving all system components including scanners, signal generators, execution layers, hedging logic, position reconciliation, and risk engines.
• Develop and administer a comprehensive risk framework encompassing position sizing, exposure limits, leverage thresholds, liquidation margins, drawdown policies, kill switches, and circuit breakers, prioritizing capital preservation.
• Plan and oversee capital allocation, movement, and rebalancing across exchanges; architect the treasury operating model covering stablecoins, redemption pathways, counterparties, and per-exchange reserve buffers.
• Set execution benchmarks regarding latency, slippage, and fill quality, partnering with trading systems teams to establish pragmatic engineering targets.
• Lead, mentor, and expand the quantitative research team by directing research goals, conducting code reviews, fostering a culture of rigor and reproducibility, and promoting critical evaluation of findings.
• Maintain daily and weekly profit and loss attribution, investigate discrepancies between realized and modeled PnL, monitor early signs of strategy degradation, and make decisions to retire underperforming strategies.
• Continuously monitor counterparty risk per venue, interpreting exchange solvency signals, withdrawal delays, and regulatory developments to impose exposure constraints.
• Develop a multi-quarter strategic roadmap for venue integrations, research priorities, capital deployment thresholds, and scaling decisions.

Qualifications

• Over seven years of experience in quantitative or systematic trading and research.
• A minimum of three years of focused crypto market experience involving hands-on management of funding arbitrage, basis trading, or related delta-neutral strategies at significant capital scale.
• Proven success with live, profitable strategies including experience with design, drawdown management, market regime adaptation, and lessons learned.
• In-depth understanding of perpetual futures mechanics across multiple platforms, including funding rate calculations, mark vs index pricing, liquidation processes, settlement cycles, and venue-specific details.
• Comprehensive knowledge of leading centralized exchanges (Binance, Bybit, OKX, Deribit, Hyperliquid, Coinbase).
• Strong foundation in quantitative disciplines such as probability, statistics, time series, optimization, and econometrics.
• Proficiency in Python programming with the ability to read, contribute to, and review research code.
• Detailed knowledge of trading cost components—fee structures, slippage modeling, capital costs, withdrawal timing, and operational challenges.
• Robust risk management experience, including navigation through meaningful drawdowns.
• Demonstrated leadership experience, either managing a team or serving as a senior strategy authority.

Additional Assets

• Experience in leadership roles at crypto hedge funds, market makers, proprietary trading firms, or high-frequency trading desks.
• Background in traditional finance quantitative roles (statistical arbitrage, fixed income, futures, FX) prior to transitioning into crypto.
• Expertise in creating risk frameworks from inception, including kill-switch and drawdown governance mechanisms.
• Hands-on involvement with decentralized exchange perpetuals, automated market maker mechanisms, on-chain execution, and smart contract risk evaluation.
• Established network and relationships within the crypto trading and exchange sectors.
• Publications, speaking engagements, or contributions to open-source projects related to quantitative finance or crypto market microstructure.
• Experience operating within regulatory regimes such as UAE VARA, BVI, or BMA.
• Familiarity with portfolio margining, cross-margin systems, and optimizing capital efficiency across venues.