DeFi Quant Engineer

Albert Bow Limited; Greater London; On-site; GBP 120,000 - 190,000; Full time

Job summary

Albert Bow Limited is seeking a DeFi Quant Engineer to help develop onchain and offchain trading infrastructure across AMMs, orderbooks, and cross-venue connections. The role emphasizes rapid iteration in a high-performance environment and involves working with Uniswap-v3-like pools, L2 rollups, and real-time risk controls.

You will join a fast-paced, technically rigorous team based in London or willing to relocate, contributing to sophisticated liquidity strategies and MEV-aware routing while

Qualifications

• Advanced degree in mathematics, statistics, physics, CS or similar.
• 2+ years of strong programming experience in Rust and Solidity.
• Excellent onchain markets intuition and ability to understand market opportunities.
• Experience building low-latency, high-throughput systems for onchain data processing or trading.
• Strong ability to write high-performance, multi-threaded and asynchronous code.
• Experience developing scalable distributed systems and services interacting with L1 and L2 networks.
• Solid understanding of database systems, basic SQL and efficient state/query modelling.
• Comfortable working with Linux/Unix, AWS, Git, Docker and modern DevOps workflows.

Responsibilities

• Extend and improve onchain and offchain connectivity across AMMs and orderbook venues, including Uniswap-v3-style pools, Hyperliquid and major CEXs.
• Work across different L2 finalisation models, including optimistic and ZK rollups, fraud-proof and validity-proof windows, and fast versus delayed settlement guarantees.
• Fine-tune and benchmark core pricing and execution engines for strategies across tick-range LP management, DEX-CEX arbitrage, MEV-aware routing and cross-rollup execution.
• Optimise data ingestion and network pathways for ultra-fast access to mempool flows, onchain state diffs and high-frequency market data across L1 and multiple L2 environments.
• Design, develop and validate new components for intelligent liquidity strategies, including JIT liquidity, dynamic range management, trade monitoring and real-time risk controls.
• Build systems that account for the latency, finality and settlement characteristics of different rollup ecosystems.

Skills

Rust

Solidity

Low latency

Distributed systems

Linux

AWS

Docker

SQL basics

Education

Mathematics/CS degree

Tools

Solidity tooling

Docker tooling

Job description

A venture-backed digital asset trading technology firm is looking to hire a DeFi Quant Engineer to support the development of advanced onchain and offchain trading infrastructure.

The business operates across centralised and decentralised trading venues, with a strong focus on liquidity, execution, market structure and high-performance trading systems.

The environment is fast-paced, collaborative and highly technical, with a flat structure and significant responsibility from an early stage.

The Role

The team is looking for a DeFi Quant Engineer with strong analytical ability and a background in mathematics, physics, computer science, engineering or a similar technical discipline.

The ideal candidate will have a strong technical foundation, combined with a genuine interest in the mechanics of onchain markets.

This includes understanding how liquidity behaves across concentrated liquidity AMMs, tick-range management, Hyperliquid, Lighter, DEX-CEX arbitrage, MEV incentive structures and just-in-time liquidity provision.

The role would suit someone entrepreneurial, technically curious and comfortable breaking down complex market or engineering problems.

Candidates based in London, or open to self-relocating to London, are preferred due to the in-person nature of the team.

What You Will Work On

• Extend and improve onchain and offchain connectivity across AMMs and orderbook venues, including Uniswap-v3-style pools, Hyperliquid and major CEXs.
• Work across different L2 finalisation models, including optimistic and ZK rollups, fraud-proof and validity-proof windows, and fast versus delayed settlement guarantees.
• Fine-tune and benchmark core pricing and execution engines for strategies across tick-range LP management, DEX-CEX arbitrage, MEV-aware routing and cross-rollup execution.
• Optimise data ingestion and network pathways for ultra-fast access to mempool flows, onchain state diffs and high-frequency market data across L1 and multiple L2 environments.
• Design, develop and validate new components for intelligent liquidity strategies, including JIT liquidity, dynamic range management, trade monitoring and real-time risk controls.
• Build systems that account for the latency, finality and settlement characteristics of different rollup ecosystems.

Requirements

• Advanced degree in mathematics, statistics, physics, computer science or a similar technical subject.
• 2+ years of strong applied programming experience in Rust and Solidity.
• Excellent onchain markets intuition and the ability to understand why and how specific market opportunities exist.
• Experience building low-latency, high-throughput systems for onchain data processing or trading.
• Strong ability to write high-performance, multi-threaded and asynchronous code.
• Experience developing scalable distributed systems and services interacting with L1 and L2 networks.
• Solid understanding of database systems, basic SQL and efficient state/query modelling.
• Comfortable working with Linux/Unix, AWS, Git, Docker and modern DevOps workflows.