Quant Researcher (MFT)

Dex; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

The Dex team is partnering with a premier crypto-native trading firm to colocate a quantitative researcher on the desk. You will own end-to-end alpha generation from signal extraction to live deployment, building mid-frequency strategies with short to multi-day horizons in a production environment.

We seek a strong quantitative background and advanced Python skills, with deep knowledge of market microstructure and order-book dynamics.

Qualifications

• Track record of developing and running mid-frequency strategies in production.
• Strong academic background in mathematics, physics, CS, or engineering.
• Advanced Python for data analysis, simulation, and production trading.
• Deep understanding of market microstructure and order book dynamics.

Responsibilities

• Mine high-resolution tick data, order book dynamics, and alternative datasets to identify short-term signals.
• Design, backtest, and parameter-tune mid-frequency strategies with horizons from seconds to days.
• Own the research-to-production lifecycle from hypothesis to live deployment and PnL monitoring.
• Collaborate with development teams to optimize execution algorithms and venue connectivity.
• Adapt models from traditional markets to the digital asset structure.

Skills

Python

Market microstructure

Live trading

Education

Quantitative discipline

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.

Why apply through Dex

Legitimate crypto quant seats with institutional-scale capital and real production autonomy are rare and hard to distinguish from uncapitalized funds. Dex bypasses agency noise, matching you directly to the desk leads who actually understand your research edge. You get candid insight into their capital allocation, tech stack, and risk limits before you ever enter a process.

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