full-time
Quant Researcher (MFT)
Dex
- Employer
- Dex
- Location
- London
- Working pattern
- remote
About the role
Research, design, backtest, and deploy mid-frequency systematic strategies using tick data, order book dynamics, and alternative datasets, owning the process from signal discovery through live PnL monitoring. Work with development teams to improve execution, latency, and venue connectivity, while adapting traditional equity and FX models to digital asset markets. Candidates should have a verifiable track record developing and running profitable mid-frequency systematic strategies in production, along with a strong quantitative academic foundation. They should be highly proficient in Python and have practical expertise in market microstructure, exchange mechanics, and order book dynamics.