Quant Researcher (MFT)

Dex; Greater London; On-site; GBP 120,000 - 180,000; Full time

Benefits offered by this job

Competitive compensation

Job summary

Dex is a premier crypto-native algorithmic trading firm acting as a market maker across centralized, decentralized, and OTC venues globally. The role sits on the quantitative research team, owning the full loop from signal extraction to live deployment and PnL monitoring.

You will mine high-resolution data, design mid-frequency strategies, and collaborate with development teams to optimize latency and connectivity in digital asset markets.

Qualifications

• Demonstrated track record developing and running mid-frequency systematic strategies in production with verifiable live performance.
• 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.

Responsibilities

• 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.

Skills

Advanced Python

Market microstructure

Data analysis

Education

Quantitative discipline (Math/Physics/CS/Engineering)

Job description

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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