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Wintermute

Posted 18 months ago

Open

Quant Researcher (MFT Focus)

LondonOn-siteFull-time

AI Summary

A quantitative researcher develops and deploys mid-frequency trading strategies for digital assets, builds predictive models, and analyzes high-resolution market data to generate short-term alpha signals for crypto markets.

About this role

About Wintermute

Wintermute is a technology unicorn and one of the largest algorithmic trading companies, specialising in digital assets. We provide liquidity across most cryptocurrency exchanges and trading platforms, a broad range of OTC trading solutions as well as supporting high profile blockchain projects and traditional financial institutions moving into crypto. Wintermute also has a Wintermute Ventures arm that invests in early stage DeFi projects.

Wintermute was founded in 2017 and has successfully navigated industry cycles. Culturally, we combine the best of the two worlds: the technology standards of high-frequency trading firms in traditional markets and the innovative and entrepreneurial culture of technology startups. At Wintermute, we believe in the innovative potential of blockchain, the fundamental innovations, we have a long-term view on the digital asset market and are taking a leadership position in building an innovative and compliant market. You can read more here.

Working at Wintermute

You are an experienced quantitative researcher with existing mid-frequency (MFT) or short-term alpha strategies in traditional finance or crypto markets.

You will leverage Wintermute's sophisticated research, backtesting, and execution infrastructure to adapt and scale your strategies to crypto markets as well as work closely with our quant, trading, and development teams to refine models and explore new opportunities across a range of cryptocurrencies.

Responsibilities:

  • Develop and deploy mid-frequency (typically >10s holding time, up to days) quantitative trading strategies using Wintermute's market-leading execution capabilities.
  • Design and implement predictive models for digital assets.
  • Analyze high-resolution market data to uncover short-term alpha signals and market microstructure patterns.
  • Perform rigorous backtesting, simulation, and parameter optimisation.
  • Collaborate with developers to optimize performance and execution efficiency.

    • Hard Skills Requirements:

  • Experience developing and deploying MFT strategies with demonstrable production performance.
  • Strong quantitative background (Mathematics, Physics, Computer Science, Engineering, etc.).
  • Advanced Python coding skills (C++ familiarity is a plus).Interest in translating strategies from traditional markets into crypto.
  • Collaborative mindset.

    • Nice to have requirements:

  • Proof-of-concept or live performance data for existing crypto strategies.
  • Experience in market making or liquidity provision.
  • Knowledge of exchange APIs, market microstructure, blockchain data and crypto trading dynamics.
  • Experience identifying and exploring alternative data sets.

    • Here is why you should join our dynamic team:

  • Opportunity to work at one of the world's leading algorithmic trading firms
  • Engaging projects offering accelerated responsibilities and ownership compared to traditional finance environments.
  • A vibrant working culture with team meals, festive celebrations, gaming events and company wide team building events.
  • A Wintermute-inspired office in central London, featuring an array of amenities such as table tennis and foosball, personalized desk configurations, a cozy team breakout area with games.
  • Great company culture: informal, non-hierarchical, ambitious, highly professional with a startup vibe, collaborative and entrepreneurial.
  • A performance-based compensation with a significant earning potential alongside standard perks like pension and private health insurance.

    • Note:

  • Although we are unable to accept fully remote candidates, we support significant flexibility about working from home and working hours.
  • We offer UK work permits and help with relocation

    • Skills

    BacktestingBlockchain DataC++Crypto TradingData AnalysisExchange APIsExecution / Latency OptimizationInterpolationMachine LearningMarket MicrostructureMathematicsParameter OptimisationPerformance ProfilingPythonQuantitative ModelingSimulationStatisticsTime-series

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