Junior Quantitative Trader
Drift Protocol is an open-source decentralized exchange on Solana offering cross-margined perpetual futures trading with advanced risk management.
Maintainer signals as of 9/2/2026
Funding history
About Drift Protocol
Drift Protocol provides decentralized perpetual futures trading on Solana with cross-margin capabilities, advanced order types, and risk management features. It combines traditional finance market structure with DeFi composability, offering spot trading, perpetual futures, and yield generation through a single unified margin account.
Skills
About the Role
Design, deploy, and optimize automated trading strategies across Drift perpetual and spot markets, monitor performance, backtest with historical and external data, run risk-managed on-chain strategies with real capital, and analyze trading activity to identify opportunities.
Requirements
- Strong coding skills in Python, TypeScript, or Rust
- Hands-on experience with DeFi trading, market-making, or crypto strategy development
- Fluency in financial concepts like PnL attribution, slippage, Sharpe/Sortino, and liquidity metrics
- Familiarity with Solana development tools, on-chain data, and trading APIs
- Strong sense of ownership, reliability, and execution speed
- Bonus: Experience using Drift or building on Solana
Responsibilities
- Design and deploy automated trading strategies across Drift perps and spot markets and other exchanges
- Monitor and optimize strategy performance based on PnL, volume generated, capital efficiency, and risk
- Backtest and simulate strategies using Drift historical data and external datasets
- Run risk-managed strategies on-chain, including delta-neutral and directional plays, with real capital
- Contribute to Drift liquidity growth by identifying inefficiencies, quoting opportunities, or gaps in market depth
- Analyze Drift trading activity and data to uncover new opportunities or flag anomalies
- Build internal dashboards and tracking tools for strategy metrics, trade logs, and capital usage
