Quantitative Developer

About the role

At Midas, we tackle real-world engineering challenges to reshape the future of finance. Our mission is to build the fastest and most reliable products, delivering a seamless experience that empowers everyone to manage their money effortlessly.

More than 4.5 million users use our product.

Backed by an $80M Series B, the largest fintech investment ever in Turkey, we are scaling faster than ever.

Read Before You Apply 🚨

This role is not for everyone. We are looking for outlier engineers who:

Have owned products end-to-end, from idea to production monitoring.

Have managed live incidents, written post-mortems, and implemented long-term fixes.

Passionate about delivering exceptional product experiences and maximizing user impact, beyond just writing code.

Years of experience don’t matter — what matters is the depth of ownership, incident handling, and product impact you’ve delivered.

If this doesn’t sound like you, no worries — Midas has other opportunities that may be a better fit.

What You’ll Do -

Design, build, and optimize automated execution and hedging systems operating across crypto exchanges and liquidity venues.

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Develop execution algorithms, netting mechanisms, and dynamic hedging strategies to efficiently manage trade flow and market exposure.

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Build systems to manage, rebalance, and risk-manage inventory positions resulting from trading and execution activity.

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Own the full lifecycle: from quantitative research, backtesting, and simulation to implementation, deployment, monitoring, and live performance tuning.

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Analyze market microstructure, order book dynamics, execution quality, slippage, and trading performance to identify opportunities and continuously improve strategies.

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Build high-throughput, low-latency trading systems using Go for core execution services and Python for research, analysis, and strategy development.

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Make pragmatic architectural and quantitative decisions, balancing execution quality, latency, risk, reliability, and trading costs.

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Continuously improve live trading systems with a focus on performance, observability, resiliency, and operational excellence.

What We’re Looking For -

Strong fundamentals in computer science, algorithms, data structures, and quantitative problem solving.

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Hands-on experience building quantitative trading, algorithmic trading, execution, or HFT systems.

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Strong understanding of market microstructure, order books, execution, slippage, and liquidity.

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Experience with execution algorithms, netting, dynamic or delta hedging, and inventory management.

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Deep understanding of crypto market structure and exchange mechanics, including REST/WebSocket APIs and real-time market data.