
11 - 50 employees
Founded 2022
Grvt is an unspecified company; no descriptive text was provided in the user input. Unable to generate an accurate description or industry classification without more information. Please supply a short description of Grvt's products, services, or market.
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11 - 50 employees
Founded 2022
Grvt is an unspecified company; no descriptive text was provided in the user input. Unable to generate an accurate description or industry classification without more information. Please supply a short description of Grvt's products, services, or market.
• Devise and own coherent quantitative strategies across trading, market-making, and alpha generation • Ensure trading algorithms, market-making models, and execution parameters form a harmonious system • Own end-to-end correctness, backtesting, and live performance of quantitative strategies in production • Minimize adverse selection, manage slippage, and optimize execution quality under stress scenarios • Evaluate market behavior and strategy outcomes, including volatility analysis, performance drift, alpha signals, market-making effectiveness, and P&L • Own quantitative direction across trading, margining, liquidation, lending, and risk-related products • Prevent edge cases, stress scenarios, and failure modes from reaching production • Act as the first line of defense for feedback about quantitative behavior and drive model or product adjustments • Lead research pipelines and infrastructure required to scale GRVT’s trading capabilities • Write optimized Python/C++ code for backtesting, research tools, and execution modules • Collaborate with engineering on low-latency data pipelines, execution-engine optimization, and automated monitoring and attribution tools • Validate quantitative product implementations through deep testing in non-production and production environments • Take full P&L responsibility for live trading strategies and systemic risk behavior • Respond to incidents involving abnormal trading, liquidation anomalies, margin, risk, insurance fund issues, and extreme market conditions • Monitor real-time risk during volatility and advise on mitigations, parameter changes, or safeguards • Lead or co-lead post-incident analysis and implement durable fixes • Identify latent systemic risks and improve observability, explainability, safe failure modes, and bounded blast radius
• Prior experience building or operating trading venues, exchanges, or market infrastructure • Strong quantitative background with hands-on experience in quantitative trading or market-making • Proven Product Manager strength, including owning outcomes end-to-end, driving cross-functional alignment, and writing precise specifications • Deep understanding of margining, liquidation, leverage, and systemic risk mechanics • Strong operational mindset and comfort owning live P&L in production • Excellent communication skills for explaining complex quantitative reasoning clearly • Sound judgment under ambiguity and high-stakes decision-making • Exceptional senior individual contributor profile combining product leadership with deep quantitative skill
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