Quant Researcher
Wintermute
London, UK
Posted on Dec 4, 2024
About Wintermute
Wintermute is one of the largest crypto native algorithmic trading companies in digital assets. We provide liquidity across most cryptocurrency exchanges and trading platforms, a broad range of OTC trading solutions as well as support 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. To Wintermute digital assets is not just another asset class, 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
We are looking for a Quantitative Researcher with strong modelling and coding skills (Python). At Wintermute, you will be responsible for scaling and bringing our quantitative business to the next level. You will have the opportunity to cover all technologies (CeFi, DeFi), trading platforms and products (spot, derivatives, ETPs, etc.). You will work with other researchers, traders and developers to build trading strategies and improve existing algorithmic trading activities. Our experienced traders and developers will be on hand to provide advice and guidance, including the founders/management team. You will get a lot of independence and responsibility right away, and you'll learn at an unprecedented speed! No legacy systems, no corporate bureaucracy, it is up to you to make an impact
Responsibilities:
- Design and implement predictive quantitative trading market making as well as taking models.
- Apply statistical techniques to develop short-term signals, with a time horizon from milliseconds to a few minutes.
- Lead research efforts to improve signals and optimise parameters through back testing, across a wide range of trading products and technologies
- Proactively identify market microstructure patterns and trading opportunities by analysing vast quantities of tick level historical market data across many markets
- Run simulations and model market for both liquid and illiquid assets
- Improve and maintain supporting infrastructure in Python or C++.
Hard Skills requirements:
- Quantitative degree in Mathematics, Statistics, Computer Science, Physics or related qualitative field. Post-graduate degrees may be a plus, but not expected or required.
- Experience in market making, including signal design and HFT strategy development. We are also open to candidates with experience in MFT strategies.
- Advanced Python coding skills. High-level understanding of C++ is a plus.
- Other analytical tools and languages may be a plus
- Experience and advanced knowledge of statistics/machine learning/probability theory.
Join our dynamic team and benefit from:
- Working at one of the most innovative trading firms globally.
- Engaging projects offering accelerated responsibilities and ownership compared to traditional finance environments.
- A vibrant working culture with frequent team meals, holiday celebrations, gaming events, and company-wide outings, including our annual Wintermute weekend getaway.
- 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 and free food.
- 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 in regards to working from home and working hours.
- We offer UK work permits and help with relocation
