Research Lead - Mid-Frequency Trading (MFT)

Delta Exchange; Dubai; On-site; AED 367,000 - 551,000; Full time

Job summary

A leading trading firm is seeking a Quant Research Lead to spearhead mid-frequency systematic trading strategies in crypto derivatives markets. The ideal candidate will possess extensive experience in quantitative research and programming, tasked with developing and optimizing trading models. Join a dynamic team focused on innovation and adaptive trading strategies.

Qualifications

• 5–10 years of experience in quantitative research / trading, specifically in systematic mid-frequency trading.
• Track record of building strategies independently from ideation to production.
• Expert-level programming skills in Python, C++, R or similar.

Responsibilities

• Research, design, and develop systematic mid-frequency trading strategies.
• Build and manage models from scratch, including alpha research and backtesting.
• Collaborate closely with engineering and trading teams for execution.

Skills

Quantitative Research

Systematic Trading

Alpha Modeling

Market Microstructure

Python

C++

R

Job description

We are seeking a Quant Research Lead with deep expertise in mid-frequency systematic trading. You will be responsible for end-to-end research, development, and deployment of MFT strategies on crypto derivatives markets.

Key Responsibilities :

• Research, design, and develop systematic mid-frequency trading strategies.
• Build and manage models from scratch — including alpha research, signal generation, backtesting, portfolio construction, and risk management.
• Collaborate closely with engineering and trading teams for efficient execution and scaling of strategies.
• Monitor live trading performance, adapt to market dynamics, and continuously optimize strategies.

Requirements

• 5–10 years of experience in quantitative research / trading, specifically in systematic mid-frequency trading
• Track record of building strategies independently from ideation to production.
• Expert-level programming skills (Python, C++, R or similar).
• Solid understanding of market microstructure, quantitative research methods, alpha modeling, and execution systems.