A stealth-stage quantitative research firm fusing machine learning with systematic market strategies.
Founding Member of Technical Staff — Markets
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We’re assembling the core engineering team behind a new kind of prediction architecture—models that ingest vast, noisy streams of market and on-chain data to surface tradable signals before the consensus catches up. This is not a platform role. You will design the low-latency infrastructure that trains, evaluates, and deploys those models directly into live markets, working at the boundary where raw compute meets real financial stakes. The founding team is small, well-capitalized, and deliberately quiet.
What they're looking for
- 1–5 years of professional experience writing performance-critical Python and/or modern C++
- Comfort navigating large, unstructured datasets and building robust data pipelines from scratch
- Familiarity with the mechanics of at least one liquid asset class (equities, futures, FX, or digital assets) and a hunger to learn the rest
- Bias toward ownership: you default to clarifying ambiguity instead of waiting for a specification
- On-site presence in the South Bay Area; this is an in-person, high-trust build from day one