About The Position

About G20 Group The G-20 Group is a pioneer in Quantitative Trading systems in cross-asset markets. Headquartered in Switzerland, we operate at the intersection of Quantitative Research, Software Engineering and Trading. The team combines a startup mindset with extensive experience in proprietary Trading, Technology and Quantitative Finance. Role Overview We are hiring a mid-level Portfolio Manager/Trader for our New York Office to lead strategy, execution and day-to-day risk management of our market neutral strategies, primarily funding arbitrage, basis, calendars and cross-exchange relative value across centralized and decentralized venues. This role will support mandates across our institutional clients and Cayman-based funds.

Requirements

  • Degree in Quantitative Finance, Mathematics, Computer Science, Statistics, or a related quantitative field.
  • 5+ years (or equivalent depth) in crypto derivatives or market neutral/relative value trading.
  • Proven experience running funding-rate + basis strategies with strong risk habits.
  • Strong understanding of perp mechanics, futures curves, liquidation dynamics, and margin optimization.
  • Comfortable with execution tech and systems; can partner with quants/engineers to productionize tools.
  • Experience with institutional custody and collateral frameworks (Fireblocks, Copper, Anchorage, or equivalent).
  • Institutional mindset, process-driven, calm under volatility.
  • Strong written and verbal communication skills.
  • Self-motivated, detail-oriented, and comfortable working in a dynamic, startup-like environment.

Nice To Haves

  • Experience with stat arb, trend following, volatility/arbitrage, or multi-strategy market neutral pods.
  • Familiarity with institutional custody/controls (Fireblocks, Copper, Anchorage, etc.).
  • Experience operating in regulated or audit-heavy environments.

Responsibilities

  • Run market neutral funding and basis books across BTC, ETH, SOL, and select liquid alts.
  • Execute across Deribit, Binance, Bybit, OKX, CME and other approved venues; expand controlled exposure to DeFi perp venues (e.g., Hyperliquid).
  • Manage portfolio neutrality, margin efficiency, and drawdown discipline.
  • Manage position sizing, hedging, and net exposures to maintain market neutrality and strict drawdown discipline.
  • Monitor funding regimes, borrow costs, lending relationships, term structure, liquidity, and cross-venue dislocations; deploy/scale/wind down positions systematically.
  • Work closely with internal risk/ops/engineering to improve OMS/EMS workflows, automation, alerts, and real-time risk dashboards.
  • Maintain a clean institutional process: pre-trade checks, post-trade analysis, reconciliations, and documentation.
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