Quantitative Developer

Senior Quantitative Engineer

Remote

Company Description

Birdai Labs, Inc. is building a new frontier in market infrastructure—redefining how value is discovered, priced, and distributed in real time.

We believe the systems that move value should distribute it fairly. Our mission is to bring structure, transparency, and efficiency to systems where value is currently fragmented, opaque, and unevenly captured.

We are defining a new category for MEV distribution that merges economic efficiency with emerging regulatory frameworks. This requires rethinking how systems are designed at the lowest levels of execution.

Based in New York, NY and San Francisco, CA, Birdai operates at the intersection of distributed systems, market structure, and applied cryptography. We are a small, high-leverage team focused on building systems that directly impact real economic flows.

Role Description

We are hiring a Senior Quantitative Engineer to own the analytical and execution quality layer of our protocol from first principles.

This is not a research role. You will build the systems that measure, model, and optimize real economic outcomes—and you will ship them into production. You understand markets well enough to know when a model is wrong before the data confirms it.

You will own the quantitative core of a real-time market infrastructure protocol:

• MEV opportunity identification, classification, and value estimation
• Best execution modeling — ex ante prediction and ex post measurement
• Auction mechanism calibration and parameter optimization
• Off-chain infrastructure for latency-sensitive quantitative pipelines
• Data quality and pipeline integrity for all quantitative inputs, leveraging agent-based workflows to build and maintain cleaning and validation infrastructure

You will make critical decisions about how the protocol measures its own performance and how value is priced and distributed across participants. The systems you build will underpin the economic claims we make to institutional clients, regulators, and the market.

Responsibilities

• Design and implement quantitative models for MEV estimation, opportunity scoring, and value distribution
• Build and own best execution infrastructure — both predictive models and post-trade attribution
• Translate market microstructure theory into production systems that run under real latency constraints
• Own data quality and pipeline integrity for all quantitative inputs, leveraging agent-based workflows to build and maintain cleaning and validation infrastructure
• Identify failure modes in quantitative pipelines before they surface in production
• Drive parameter calibration for auction mechanisms in collaboration with protocol engineering
• Establish rigorous testing and validation standards for all quantitative outputs
• Collaborate closely with engineering and business to ensure models reflect real economic behavior

Qualifications

• Experience leveraging AI tools and agent-based workflows to accelerate development
• Strong quantitative programming experience (C++, Rust, Python, or similar) with a track record of shipping production systems — not just models
• Deep understanding of market microstructure, execution quality, and latency-sensitive trading environments
• Proven ability to build quantitative infrastructure end-to-end: data pipelines, model development, validation, and production deployment
• Rigorous testing instincts — you treat model correctness with the same discipline as system correctness
• Strong mathematical foundation: probability, statistics, optimization
• Comfortable operating in low-documentation environments where the right answer is not obvious

Strong Signals (not required, but highly valued)

• Experience at an HFT firm, systematic trading desk, or quantitative market-making operation
• Background in auction theory, mechanism design, or execution optimization
• Experience with MEV, block building, or searcher infrastructure
• Familiarity with on-chain market structure (DEX mechanics, liquidation dynamics, arbitrage)