G-20 Group
Web3 company listing jobs in blockchain/crypto space
Open Positions at G-20 Group
G-20 Group
43 days ago
## About G-20 The G-20 Group is a pioneer in Quantitative Trading systems in cross-asset markets. Headquartered in Switzerland, we operate at the intersection of Quantitative Research, Software Engineering and Trading. The team combines a startup mindset with extensive experience in proprietary Trading, Technology and Quantitative Finance. ## Role Overview We are hiring a motivated **Oracle Engineer** to join our team, a leading DeFi desk in the sector. In this role you will have end-to-end ownership of the oracle stack, including institutional market data ingestion from co-located data centres, low-latency aggregation, hardware-secured signing, and on-chain submission. This function operates within a zero-tolerance environment, where the integrity and accuracy of price submissions are critical. ## Key Responsibilities - **Low-Latency Data Ingestion:** Design and operate a multi-source feed handler architecture to ingest tick-level data from institutional market data providers, exchange direct feeds, and reference rate APIs. Ensure isolation of data sources with independent failure domains, and implement staleness detection, quorum-based validation, and automated failover across redundant data pathways. - **Price Aggregation Engine:** Develop a high-performance aggregation engine in Rust to generate a single reliable price from multiple, potentially divergent data sources. Implement manipulation-resistant statistical methods, outlier filtering, asset-specific confidence thresholds, and automated halting mechanisms when data quality falls below defined standards. Ensure consistent sub-second submission cadence with deterministic latency. - **Cryptographic Signing & Submission:** Implement a secure signing pipeline leveraging hardware security modules (HSMs) to ensure private keys remain within tamper-resistant environments. Integrate pre-submission validation checks against on-chain reference data and design an optimized submission path with minimal network latency. - **Failover & High Availability:** Architect and maintain a resilient multi-site infrastructure with active/standby configurations and automated failover capabilities. Ensure failover occurs within sub-second timeframes without data loss, and implement serverless fallback mechanisms for extreme failure scenarios. Maintain high availability through load-balanced endpoints with session affinity. - **Monitoring & Incident Response:** Establish comprehensive observability frameworks, including real-time monitoring of oracle latency, data source health, and quorum integrity. Implement automated circuit breakers to halt operations under degraded conditions and integrate with a 24/7 incident response and alerting system with clearly defined service level agreements. ## Requirements - Bachelors degree (minimum) in Computer Science, Engineering, Mathematics, Data Science, or a related field, top-tier university preferred. - Strong written and verbal communication skills. - **Rust Development:** Proven experience building and operating production systems in Rust with sub-100ms latency requirements. Demonstrated ability to deliver and maintain high-performance Rust applications in live environments. - **Market Data Infrastructure:** Hands-on experience integrating institutional-grade, tick-level market data feeds. Familiarity with FIX protocol, exchange connectivity, and normalization of market data across multiple asset classes, including equities, FX, commodities, and rates. - **Low-Latency Systems Engineering:** Experience designing and operating low-latency systems within co-located data centre environments. Strong understanding of kernel bypass networking, lock-free data structures, and cache-efficient memory design. - **HSM Integration:** Practical experience integrating hardware security modules (HSMs) for cryptographic signing in production environments, including key lifecycle management, rotation policies, and adherence to security standards. - **Message Streaming Systems:** Expertise in high-throughput message streaming architectures, including consumer group management, cross-site replication, and backpressure handling. Experience with technologies such as Redis Streams, NATS JetStream, or equivalent. - **Operational Reliability:** Experience supporting mission-critical systems with strict uptime requirements. Demonstrated ability to implement circuit breakers, develop operational runbooks, and design systems for graceful degradation under failure conditions. - **Statistical Methods:** Strong practical knowledge of robust statistical aggregation techniques, including weighted median, outlier detection, and exponential smoothing, with an understanding of their resistance to manipulation. ## Preferred / Desirable Experience - **Blockchain Oracle Systems:** Experience building or operating oracle systems (e.g., Chainlink, Pyth, or custom implementations), including an understanding of slashing mechanisms and incentive design for price reporting. - **Real-Time API Infrastructure:** Experience developing high-throughput WebSocket and gRPC services for latency-sensitive applications such as trading systems or AI agents. - **Cloud Infrastructure (AWS):** Experience designing and operating high-availability cloud infrastructure, including HSM services, serverless architectures, object storage, and service discovery with health-check orchestration. - **Traditional Finance Market Microstructure:** Understanding of global market microstructure, including trading hours, session boundaries, after-hours pricing, and weekend gap dynamics across asset classes. ## Location and Right to Work This role will preferably be based in our Zurich office but could alternatively be based out of our London, New York, Chicago or Hong Kong offices. Only candidates who possess the pre-existing right to work in one of the locations above without needing company sponsorship need apply. Join **G-20 Group** and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. *When applying, mention the word CANDYSHOP to show you read the job post completely.*
112 days ago
## About G20 Group G20 Group is a leading cross-asset trading firm active in delta-one and derivatives markets. Established in 2010, G20 offers liquidity solutions, treasury management, and institutional advisory services. We are supported by an outstanding team of professionals, with a robust global presence in EMEA, Americas, and APAC. ## Role Overview We are hiring a mid-level **Portfolio Manager / Trader** to own and operate market-neutral crypto strategies - primarily funding arbitrage, basis trades, calendar spreads, and cross-venue relative value - across centralized and decentralized venues. You will be responsible for day-to-day portfolio construction, execution, and drawdown control, working under a defined risk framework and supporting institutional SMA and fund mandates. This is a hands-on PM and trading role with clear ownership and room to grow. ## Key Responsibilities * Run and manage market-neutral funding and basis books across CEX and DEX venues, primarily in majors and liquid alts. * Own position sizing, hedging, leverage, and exposure management, maintaining strict market neutrality and drawdown discipline. * Actively monitor funding regimes, futures curves, borrow costs, liquidity, and cross-venue dislocations; scale, rotate, or shut down risk as conditions change. * Partner closely with risk, operations, and engineering to improve OMS/EMS workflows, automation, alerts, and real-time risk monitoring. * Maintain an institutional-grade process: pre-trade controls, post-trade analysis, reconciliations, documentation, and audit readiness. * Contribute to the evolution of G20’s market-neutral platform, including strategy refinement and new opportunity assessment. ## Qualifications & Experience * Degree in Quantitative Finance, Mathematics, Computer Science, Statistics, or a related quantitative discipline; top-tier university preferred. * 3+ years of hands-on experience in crypto derivatives, market-neutral, or relative-value trading. * Demonstrated experience running funding-rate and/or basis strategies with real capital and disciplined risk management. * Strong understanding of perpetual mechanics, futures term structure, liquidation dynamics, and margin optimization. * Comfortable working with execution systems and data; able to collaborate effectively with quants and engineers. * Experience with institutional custody and collateral frameworks (e.g., Fireblocks, Copper, Anchorage, or equivalent). * Calm under volatility, process-driven, and comfortable operating within defined risk limits. * Clear communicator with the ability to explain strategy, risk, and performance to internal stakeholders. ## Preferred / Desirable Experience * Experience in stat arb, volatility arbitrage, trend-following overlays, or multi-strategy market-neutral pods. * Prior exposure to regulated, audited, or institutional client environments. * Familiarity with both CeFi and DeFi market structure. ## Location and Right to Work This role will be based in New York, Zurich, or London. Only candidates who possess the pre-existing right to work in the US, Switzerland, or the UK without needing company sponsorship need apply. Trading access and setup will align with regulatory, exchange, and operational constraints. Join G20 and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. *When applying, mention the word CANDYSHOP to show you read the job post completely.*
167 days ago
## About G20 Group The G-20 Group is a pioneer in Quantitative Trading systems in cross-asset markets. Headquartered in Switzerland, we operate at the intersection of Quantitative Research, Software Engineering and Trading. The team combines a startup mindset with extensive experience in proprietary Trading, Technology and Quantitative Finance. ## Role Overview We are hiring a mid-level **Portfolio Manager/Trader** for our New York Office to lead strategy, execution and day-to-day risk management of our market neutral strategies, primarily funding arbitrage, basis, calendars and cross-exchange relative value across centralized and decentralized venues. This role will support mandates across our institutional clients and Cayman-based funds. ## Key Responsibilities * Run market neutral funding and basis books across BTC, ETH, SOL, and select liquid alts. * Execute across Deribit, Binance, Bybit, OKX, CME and other approved venues; expand controlled exposure to DeFi perp venues (e.g., Hyperliquid). * Manage portfolio neutrality, margin efficiency, and drawdown discipline. * Manage position sizing, hedging, and net exposures to maintain market neutrality and strict drawdown discipline. * Monitor funding regimes, borrow costs, lending relationships, term structure, liquidity, and cross-venue dislocations; deploy/scale/wind down positions systematically. * Work closely with internal risk/ops/engineering to improve OMS/EMS workflows, automation, alerts, and real-time risk dashboards. * Maintain a clean institutional process: pre-trade checks, post-trade analysis, reconciliations, and documentation. ## Requirements * Degree in Quantitative Finance, Mathematics, Computer Science, Statistics, or a related quantitative field. * 5+ years (or equivalent depth) in crypto derivatives or market neutral/relative value trading. * Proven experience running funding-rate + basis strategies with strong risk habits. * Strong understanding of perp mechanics, futures curves, liquidation dynamics, and margin optimization. * Comfortable with execution tech and systems; can partner with quants/engineers to productionize tools. * Experience with institutional custody and collateral frameworks (Fireblocks, Copper, Anchorage, or equivalent). * Institutional mindset, process-driven, calm under volatility. * Strong written and verbal communication skills. * Self-motivated, detail-oriented, and comfortable working in a dynamic, startup-like environment. ## Preferred / Desirable Experience * Experience with stat arb, trend following, volatility/arbitrage, or multi-strategy market neutral pods. * Familiarity with institutional custody/controls (Fireblocks, Copper, Anchorage, etc.). * Experience operating in regulated or audit-heavy environments. ## Application Details **Deadline for application**: January 4, 2025 **Location and Right to Work**: This role will be based in New York, Zurich or London. Only candidates who possess the pre-existing right to work in the US, Switzerland or the UK without needing company sponsorship need apply. Location and trading access will align with applicable exchange policies, entity structure, and operational control. Join **G-20** and be a part of a team that is at the forefront of financial markets, driving innovation and excellence in the sector. *When applying, mention the word CANDYSHOP to show you read the job post completely.*