Dewiz - Quantitative Researcher

deCircle; San Francisco (CA); On-site; USD 140,000 - 240,000; Full time

Job summary

Dewiz, a core engineering team within the Sky Ecosystem, seeks a Quantitative Researcher in San Francisco to design models that optimize execution and capital efficiency across centralized and decentralized markets.

You will work at the intersection of quantitative research, market microstructure, and DeFi, building models that directly influence how capital is allocated, liquidity is priced, and trades are executed.

Qualifications

• Strong background in Quantitative Research, Applied Mathematics, Statistics, Physics, Computer Science, Economics, or a related discipline.

Responsibilities

• Design models for execution, inventory management, and capital efficiency.
• Build models at the intersection of quantitative research, market microstructure, and DeFi.
• Influence liquidity pricing, trade execution, and capital allocation through research.

Skills

Quantitative research

Applied Mathematics

Statistics

Physics

Computer Science

Tools

Python

Rust

C++

Job description

Dewiz is one of the core engineering teams within the Sky Ecosystem, building the infrastructure that powers one of DeFi's largest and most established protocols. The team works across protocol engineering, smart contracts, trading systems, and market infrastructure, developing products that process billions of dollars in on-chain liquidity while advancing the next generation of decentralized finance.

As the ecosystem continues to expand, we're looking for a Quantitative Researcher to help design the models and strategies that optimize execution, inventory management, and capital efficiency across both centralized and decentralized markets.

The Role

You’ll work at the intersection of quantitative research, market microstructure, algorithmic trading, and DeFi, building models that directly influence how capital is allocated, liquidity is priced, and trades are executed.

Your research will improve execution quality, unlock new revenue opportunities, reduce risk, and shape the design of next-generation trading and liquidity infrastructure.

• Strong background in Quantitative Research, Applied Mathematics, Statistics, Physics, Computer Science, Economics, or a related discipline.
• Experience developing quantitative models for trading, market making, optimization, or financial markets.
• Strong programming skills in Python, Rust, C++, or a similar language.
• Solid understanding of probability, statistics, optimization, and market microstructure.
• Curiosity about DeFi, digital assets, and decentralized market design.

Experience with market making, algorithmic trading, blockchain protocols, or MEV is a strong advantage, but not required.