Quantitative Developer

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 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

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• 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

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• 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.
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• Strong experience with Go (Golang) for concurrent, high-throughput, performance-sensitive systems.
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• Proficiency in Python for research, data analysis, backtesting, simulation, and strategy prototyping.
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• Ability to go beyond implementation: challenge assumptions, translate market behavior into quantitative hypotheses, and continuously improve execution and hedging strategies.
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• Experience building and operating resilient, production-grade systems in 24/7 real-time markets.
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• Familiarity with distributed systems, event-driven architectures, queueing systems, and modern cloud environments is a strong plus.
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• A mindset of ownership and accountability — you care about execution quality, risk, and live trading performance, not just the code.

How We Work

• Full ownership — you don’t wait, you solve.
• First principles mindset — you question assumptions and rebuild where needed.
• Balance speed & quality — you ship fast, but always clean.
• Product mindset — you care about the user impact, not just the code.
• Calm under pressure — incidents happen; you lead with clarity and composure.

We don’t measure success by how many features you ship — but by the impact your work has on millions of users. If you thrive in high-stakes environments, love solving real problems, and own your work end-to-end, we want to meet you.