Small team, deep expertise.
Four people building institutional-grade perpetuals risk data from Lower Manhattan.
Built Aark's data pipeline in 2021 after three years trading perpetuals at a New York OTC desk. Applied mathematics background with focus on stochastic modeling.
Leads Aark's cascade risk model and funding rate normalization research. Previously at a systematic derivatives fund in Chicago, focused on cross-venue perpetual basis strategies.
Owns Aark's archive node infrastructure and real-time data pipeline. Background in distributed systems engineering. Previously built high-frequency data ingestion at a blockchain analytics firm.
Builds and maintains Aark's data warehouse and API layer. Specializes in time-series data at millisecond resolution. Background in financial data engineering at an NYC quantitative research firm.
We're hiring selectively.
We're a four-person team and we grow slowly. If you have deep experience in on-chain data engineering, quantitative research on perpetuals, or perpetuals market microstructure — reach out directly at [email protected]. No recruiters.