Quantitative trading for digital markets
Explore VLG
We combine research and
technology to build systematic
trading strategies across
rapidly evolving markets
what we do
We build
systematic trading
systems
I
Research
II
Technology
III
Data
IV
Execution
V
CEX
VI
DEX
VII
DeFi
VIII
Derivatives
IX
Prediction Markets
Our Approach
to market
From idea
development and improvement
A continuous cycle of research,
Accelerating every stage
of the process
AI & AUTOMATION
DATA
EXECUTION
IDEA
RESEARCH
Technology
Our Edge
Strategies have a lifecycle.
Markets change.
Opportunities evolve
What works today
may not work tomorrow
The enduring edge is not a strategy.
It is the ability to create new ones
Expertise
Automation
Speed
Ownership
Research
Engineering
Markets
Scale technology,
not complexity
Idea → Research →
Test → Production
Everyone affects
the outcome
How We Build
Small team.
Deep expertise.
Fast iteration
Strong teams create
the research, technology
the research, technology
and systems behind everything we do
people
open roles
Mathematics.
Data.
Engineering.
One team
always looking for exceptional
talent in quantitative
trading, research and engineering
Location: Remote
Job Type: Full-time
Compensation: Competitive base + uncapped performance bonus
Experience Level: Mid to Senior
Role Overview
We're hiring an experienced Quantitative Trader with a demonstrable track record of profitability. This role is ideal for traders with experience in HFT (high-frequency), MFT (medium-frequency), market-neutral, or directional strategies. You will have full ownership over your strategies—from research to execution—with access to capital, infrastructure, and a collaborative environment.
Responsibilities
Please send your CV and a brief summary of your trading track record (strategy category, assets traded, historical PnL metrics) to careers@vlg.digital. All applications are treated with full confidentiality.
Job Type: Full-time
Compensation: Competitive base + uncapped performance bonus
Experience Level: Mid to Senior
Role Overview
We're hiring an experienced Quantitative Trader with a demonstrable track record of profitability. This role is ideal for traders with experience in HFT (high-frequency), MFT (medium-frequency), market-neutral, or directional strategies. You will have full ownership over your strategies—from research to execution—with access to capital, infrastructure, and a collaborative environment.
Responsibilities
- Research, build, and deploy systematic strategies across spot and derivatives markets (perpetuals, futures).
- Develop and refine alpha signals, execution logic, and risk management rules.
- Monitor real-time performance and iterate rapidly to improve PnL and Sharpe.
- Work alongside engineers and quants to improve data pipelines, backtesting accuracy, and execution quality.
- Adjust strategies dynamically based on market conditions, volatility regimes, and exchange-specific microstructure.
- Proven, real-world track record of profitable trading in crypto or traditional markets (please include strategy type, PnL metrics, Sharpe ratio, etc.).
- 2+ years experience designing and trading systematic strategies (quant hedge fund, prop shop, or crypto-native firm).
- Deep knowledge of market mechanics—order book behavior, latency, slippage, and execution risk.
- Strong programming skills (Python, C++, Golang or equivalent), with hands-on experience in backtesting and production deployment.
- Data-driven decision-making with rigorous performance tracking and risk control.
- High-frequency and medium-frequency trading across CEXs or DEXs
- Market-neutral arbitrage, basis trading, or spread strategies
- Directional momentum, mean-reversion, or regime-based strategies
- Multi-venue, cross-asset, or volatility-focused approaches
- On-chain signal-driven or hybrid models
- Experience integrating with exchange APIs (REST/WebSocket) and managing infrastructure for live trading.
- Exposure to DeFi trading and smart contract interactions.
- Understanding of execution algorithms (TWAP/VWAP/POV/custom) and slippage optimization.
- Familiarity with latency-sensitive or co-located trading environments.
- Capital allocation and full autonomy to run and scale your strategies.
- Performance-based comp with strong upside (no cap).
- Access to proprietary infrastructure, market data, and dev support.
- Remote-first team with optional in-office collaboration.
- Flat structure with minimal bureaucracy—your performance speaks.
Please send your CV and a brief summary of your trading track record (strategy category, assets traded, historical PnL metrics) to careers@vlg.digital. All applications are treated with full confidentiality.
Location: Remote
Job Type: Full-time
Compensation: Competitive base + performance bonus
Experience Level: Mid to Senior
Role Overview
We are looking for an exceptional Quantitative Researcher to design, research, and deploy alpha-generating and market-making strategies across CEXs and DEXs. You will work on microstructure-driven strategies, with a particular focus onHFT liquidity provision, MEV-aware execution, and cross-venue arbitrage.
This role is highly research-intensive and requires deep mathematical maturity, strong intuition for market dynamics, and hands-on experience building production-grade quantitative systems.
Responsibilities
To Apply
Send your resume and a brief cover letter to careers@vlg.digital
Job Type: Full-time
Compensation: Competitive base + performance bonus
Experience Level: Mid to Senior
Role Overview
We are looking for an exceptional Quantitative Researcher to design, research, and deploy alpha-generating and market-making strategies across CEXs and DEXs. You will work on microstructure-driven strategies, with a particular focus onHFT liquidity provision, MEV-aware execution, and cross-venue arbitrage.
This role is highly research-intensive and requires deep mathematical maturity, strong intuition for market dynamics, and hands-on experience building production-grade quantitative systems.
Responsibilities
- Develop and refine quantitative models for DeFi market-making and HFT liquidity provision
- Conduct alpha research using on-chain and off-chain data
- Design and test HFT strategies across centralized and decentralized exchanges
- Analyze microstructure dynamics across AMMs, order book DEXs, and CEX venues
- Build simulation frameworks for liquidity provisioning and execution strategies
- Collaborate with engineers to productionize research into low-latency systems
- Monitor live strategies and iterate based on performance and market evolution
- Multi-year experience in quantitative research (buy-side, prop trading, HFT, or crypto-native firm preferred)
- Strong mathematical background (probability, stochastic processes, optimization, statistics, game theory)
- Deep knowledge of and genuine interest in DeFi, specifically:
- HFT and Just-In-Time (JIT) liquidity provision
- AMM mechanics of modern concentrated liquidity protocols including: Uniswap V3/4, Velodrome, Pancakeswap, Raydium, etc
- MEV services and details of block-building process
- Strong programming skills (Python required; Rust/C++ strongly preferred)
- Proven HFT expertise across CEX and DEX environments
- Experience working with large datasets and building backtesting frameworks
- Solid understanding of exchange microstructure and execution systems
- Experience interacting directly with smart contracts
- Familiarity with Solidity or DeFi protocol design
- Experience running validators, searchers, or block-building infrastructure
- Background in statistical arbitrage, options, or volatility modeling
- Work with top-tier engineers, researchers, and traders in DeFi
- Full ownership & high autonomy
- Access to proprietary infrastructure, data, and tooling
- Performance-based compensation with strong upside
- Remote-first, flexible hours, minimal bureaucracy
To Apply
Send your resume and a brief cover letter to careers@vlg.digital
Markets will change.
Technology will change.
Opportunities will change.
Our job is to change faster
Get In Touch
Quantitative trading for digital markets
General enquiries: info@vlg.digital
Career opportunities: careers@vlg.digital
Career opportunities: careers@vlg.digital
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