Senior Quantitative Researcher — Crypto Market Microstructure

WhiteBIT; Abu Dhabi; On-site; AED 300,000 - 520,000; Full time

Benefits offered by this job

24 calendar days of paid leave

Additional holidays off

Modern equipment

Inspiring work environment

Job summary

WhiteBIT is seeking a Quantitative Researcher to lead liquidity design and market microstructure research. You will build end-to-end strategies for crypto markets, optimize net capture, and validate advanced models using tick data.

You will collaborate with traders and engineers on low-latency implementations, risk controls, and cross-venue arbitrage. This role demands deep quantitative skills and a track record in high-speed markets.

Qualifications

• MSc or PhD in a quantitative field; a live trading track record outweighs credentials.
• 5+ years in quantitative research or trading at a top-tier firm; crypto/TradFi experience valued.

Responsibilities

• Design and optimize the liquidity program end-to-end (tiers, obligations, incentives).
• Optimize fee schedules for net capture; implement safeguards against tier gaming.
• Design order-book mechanics and quoting logic (tick sizing, post-only, RPI).
• Build the toxic-flow framework and counterparty scoring.
• Own the program financial model and roadmap with a dashboard as truth source.
• Own strategy roadmap across crypto and TradFi FX/futures; hedging and execution.

Skills

Probability & statistics

Time-series analysis

Market microstructure

Python (NumPy, Pandas/Polars, PyTorch)

C++ or Rust

Tick-data engineering

Education

MSc or PhD in quantitative field

5+ years in quantitative research or trading

Experience with TradFi or crypto market making

Tools

Python

C++/Rust

Job description

WhiteBIT is seeking a Quantitative Researcher to lead liquidity design and market microstructure research. You will build end-to-end strategies for crypto markets, optimize net capture, and validate advanced models using tick data.

You will collaborate with traders and engineers on low-latency implementations, risk controls, and cross-venue arbitrage. This role demands deep quantitative skills and a track record in high-speed markets.