Quant Trader
Noise is a New York-based platform where curators and communities surface and value emerging consumer culture trends, spanning categories like AI, Tech, Lifestyle, Business, and Entertainment. It functions as a market-like discovery platform where trends and topics have associated volume, letting users track and act on cultural momentum.
Funding
Projects
About Noise
Noise exists because culture should be shaped by the people who care about it. The company is building a platform where curators and communities surface and value trends becoming relevant around the world, covering markets such as AI, Tech, Lifestyle, Business, and Entertainment, with individual topics (e.g. Blind Boxes, Pro Wrestling, Humanoid Robots, Vibe Coding) tracked by volume. Noise is a small team based in SoHo, New York, that emphasizes passion, agency, and risk tolerance over pedigree, guided by principles like building in the unknown, seeking truth rapidly, disagreeing and committing, and taking ownership of their work. The team is hiring for roles such as Founding Product Designer and Quant Trader, suggesting a product that blends cultural curation with markets/trading mechanics.
Skills
About the Role
You will develop and deploy trading strategies with a focus on perpetual futures and other derivatives markets. You will use Codex, Claude, Cursor, and other AI-native tools to analyze data, prototype tools, automate workflows, and accelerate decision-making. You will apply the latest machine learning models to high- and mid-frequency trading problems, including arbitrage detection, liquidity provision, market making, signal generation, and risk monitoring. You will implement features on exchanges, contribute to trading infrastructure, and automate trading processes. You will propose and evaluate new exchange mechanics, including liquidity provision, vault design, market listing incentives, funding models, liquidation logic, and risk controls. You will monitor live markets, liquidity, positions, margin, liquidations, and abnormal trading behavior in real time.
Requirements
- 3+ years of experience in trading, quantitative research, market making, exchange operations, HFT, or a similarly rigorous environment
- Strong understanding of derivatives, especially perpetual futures, order books, margin, funding, liquidation, liquidity, and risk
- Strong programming fundamentals; comfortable writing scripts, querying databases, debugging systems, and building internal tools
- Fluent with AI coding and research tools such as Codex, Claude, Cursor, or similar agentic workflows
- High agency, operational intensity, and effective communication; comfortable working close to production systems and acting under uncertainty
Responsibilities
- Develop and deploy trading strategies with a focus on perpetual futures and other derivatives markets
- Use AI-native tools such as Codex, Claude, and Cursor to analyze data, prototype tools, automate workflows, and accelerate decision-making
- Apply machine learning models to high- and mid-frequency trading problems including arbitrage detection, liquidity provision, market making, signal generation, and risk monitoring
- Implement features on exchanges and contribute to trading infrastructure
- Automate trading processes
- Propose and evaluate new exchange mechanics including liquidity provision, vault design, market listing incentives, funding models, liquidation logic, and risk controls
- Monitor live markets, liquidity, positions, margin, liquidations, and abnormal trading behavior in real time
Benefits
- Equity