Quantitative Markets Engineer

Pod Network is rebuilding the world's markets from first principles - a global, always-on venue where execution is fast, fair, and provably free of the MEV and manipulation that distort today's exchanges. We're looking for someone who thinks in markets: order books, derivatives, risk, and liquidity. You'll design how our markets actually work and build the primitives that make them tradeable. About the Role You'll own the trading and markets layer at the heart of Pod - the order book, perpetuals engine, risk and margin systems, leverage logic, and the financial primitives built on top. This is a markets-first engineering role: your edge is a deep understanding of market microstructure, derivatives, and market making, paired with the ability to turn that knowledge into working code. You'll set the parameters that govern live markets, build and run Pod's internal market maker, and partner with external market makers to bootstrap liquidity across new venues. What You'll Do Improve and maintain Pod's core trading modules: order book, perpetuals engine, risk engine, and leverage/margin systems. Configure and tune market parameters - funding, fees, tick/lot sizes, margin tiers, liquidation thresholds - as you launch and operate new markets. Design and ship novel on-chain financial primitives: vaults, proprietary/protocol AMMs, prediction markets, and other derivatives. Build and operate Pod's internal market maker, and partner with external market makers to deepen liquidity. Monitor live markets for health, risk, and anomalies, iterating on parameters and safeguards in response to real flow. Work closely with research on incentive design, batch auction mechanics, and settlement models. Qualifications Must-have: Deep understanding of market microstructure: order books, matching, derivatives (especially perpetuals), margin, liquidation, and funding mechanics. Hands-on experience in market making, quant trading, or designing/operating exchange and trading systems. Ability to