Responsibilities- Develop and deploy trading strategies, with a focus on perpetual futures and other derivatives markets.
- Use Codex, Claude, Cursor, and other AI-native tools to analyze data, prototype tools, automate workflows, and accelerate decision-making.
- Implement features on exchanges, contribute to trading infrastructure, and 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.
Qualifications- 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.
Minimum full-time salary of $100,000-$150,000. Disclosure in accordance with New York City's Pay Transparency Law. Full Time employees at Noise Labs are also eligible for other compensation elements, including equity and benefits, dependent on the position type.
