Research Lead - Mid-Frequency Trading (MFT)

Delta Exchange; United Arab Emirates; On-site; AED 367,000 - 551,000; Full time

Job summary

A leading cryptocurrency exchange based in the United Arab Emirates is seeking a Quant Research Lead. The role involves researching, designing, and developing systematic mid-frequency trading strategies for crypto derivatives. Candidates should have 5-10 years of experience in quantitative research/trading and expert-level programming skills in Python, C++, or R. Join us to influence the landscape of crypto trading.

Qualifications

• 5–10 years of experience in quantitative research/trading.
• Track record of building strategies from ideation to production.
• Excellent programming skills in Python, C++, R or similar.

Responsibilities

• Research, design, and develop systematic mid-frequency trading strategies.
• Manage models including alpha research and risk management.
• Collaborate with engineering and trading teams.

Skills

Quantitative research/trading

Systematic mid-frequency trading

Expert-level programming (Python, C++, R)

Market microstructure

Alpha modeling

Job description

Role Overview

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.

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 (Python, C++, R or similar).
• Solid understanding of market microstructure, quantitative research methods, alpha modeling, and execution systems.