Quant Researcher (MFT)

Dex; Greater London; Sur place; GBP 120 000 - 180 000; Plein temps

Résumé du poste

Dex partners with a premier crypto-native trading firm to place you in the quantitative research team. You will build and deploy mid-frequency strategies, owning the loop from data gathering and hypothesis testing to production deployment and PnL monitoring.

You bring advanced Python skills, a strong quantitative background, and deep knowledge of market microstructure to adapt traditional models to digital assets across global venues.

Qualifications

• Proven ability to develop and run mid-frequency systematic strategies in production.
• Strong foundation in mathematics, physics, CS, or engineering.
• Advanced Python for data analysis, simulation, and live trading integration.
• Deep understanding of market microstructure and order book dynamics.

Responsabilités

• Mine high-resolution tick data, order book dynamics, and alternative datasets to isolate short-term signals.
• Design, backtest, and parameter-tune mid-frequency systematic strategies with holding horizons from seconds to days.
• Own the entire research-to-production lifecycle, from hypothesis to live deployment and PnL monitoring.
• Collaborate with core development teams to optimize execution algorithms, latency profiles, and venue connectivity.
• Adapt and test quantitative models from traditional equity and FX markets against digital assets.

Connaissances

Mid-frequency strategies

Python programming

Quantitative mindset

Market microstructure knowledge

Formation

Bachelor's degree in quantitative field

Description du poste

This role is with one of Dex's trusted partner companies. We work closely with their teams to truly understand their culture, goals, and what they're looking for, so we can match you with the right opportunity and give you context about the role before you commit to a process.

The role

One of the premier crypto-native algorithmic trading firms and market makers, trading continuously across centralized, decentralized, and OTC venues globally. They combine the rigorous engineering standards of top-tier traditional proprietary trading with the high-alpha inefficiencies of digital asset markets.

This seat sits directly on the quantitative research team, building and deploying mid-frequency strategies with holding periods spanning from tens of seconds to multiple days. It is an end-to-end alpha generation seat, not a siloed backtesting role or an overcrowded multi-manager silo. You own the entire loop from signal extraction and parameter simulation to production deployment, with the mandate to translate proven traditional-market mechanics into digital assets.

The work

• Mine high-resolution tick data, order book dynamics, and alternative datasets to isolate short-term predictive signals and microstructure patterns.
• Design, backtest, and parameter-tune mid-frequency systematic strategies with holding horizons from seconds to days.
• Own the entire research-to-production lifecycle, taking models from initial hypothesis through live deployment and PnL monitoring.
• Collaborate with core development teams to optimize execution algorithms, latency profiles, and venue connectivity.
• Adapt and test quantitative models from traditional equity and FX markets against the idiosyncratic structure of digital assets.

What You Bring

• Demonstrated track record developing and running mid-frequency systematic strategies in production with verifiable live performance.
• Strong academic foundation in a quantitative discipline such as mathematics, physics, computer science, or engineering.
• Advanced Python fluency for large-scale data analysis, simulation, and production trading integration.
• Deep practical understanding of market microstructure, exchange mechanics, and order book dynamics.

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