Quantitative Researcher

Our client is a technology-driven proprietary trading firm specialising in high-frequency market making across digital asset markets. Founded by alumni of tier-1 trading firms including Optiver, Flow Traders and SIG, the team combines deep expertise in systematic trading, quantitative research and high-performance engineering to operate at scale across the world’s major cryptocurrency exchanges.

The culture is flat, intellectually rigorous and fast-moving — engineers, researchers and traders work side by side, and your work has a direct, measurable impact on performance. The firm is headquartered in Dubai and is actively expanding.

The Role

We are looking for a Quantitative Researcher to help develop the next generation of trading strategies. You will work at the intersection of data science, statistics and financial markets — conducting original research that directly feeds into production trading systems across crypto spot and derivatives markets.

The role is open to candidates with 3+ years of quantitative research experience. For exceptional candidates at a more junior level, the firm will consider outstanding profiles: top academic track record, Kaggle Grandmaster status, IOI/IMO medals, or published research in a leading venue. What matters most is intellectual curiosity, rigour and the ability to turn data into alpha.

Dubai is preferred. Candidates in the Middle East or Europe are encouraged to apply — relocation support is available. Exceptional remote candidates will also be considered.

Key Responsibilities

• Design, develop and backtest quantitative trading strategies for crypto spot and derivatives markets

• Conduct statistical analysis of market data to identify patterns, signals and exploitable inefficiencies

• Build predictive models for price movements, volatility, funding rates and liquidity dynamics

• Collaborate with traders and engineers to take research from prototype to production

• Develop and maintain research infrastructure: data pipelines, backtesting frameworks and evaluation tools

• Monitor live strategy performance and propose data-driven improvements

What We’re Looking For

Essential:

• 3+ years of quantitative research experience — candidates MUST have worked at a hedge fund, prop trading firm or systematic trading institution. Exceptional junior candidates with outstanding academic or competitive credentials will also be considered (see above)

• Advanced degree (MSc/PhD) in Mathematics, Statistics, Physics, Computer Science, Financial Engineering or related field from a leading university

• Strong ML background with proven commercial application — gradient boosting, neural networks, reinforcement learning or similar

• Proficiency in Python for data analysis and model development (NumPy, Pandas, scikit-learn or similar)

• Strong foundation in statistics, probability, mathematical modelling and time-series analysis

Desirable:

• Prior experience at a tier-1 quantitative trading firm, quant hedge fund or research lab

• Knowledge of market microstructure, order flow analysis or execution optimisation

• Large-scale data processing experience (Spark, ClickHouse or similar)

• Crypto market experience is a welcome bonus but not essential

• Competitive achievements: Kaggle Grandmaster/Master, IMO/IOI medals, ACM ICPC finals or equivalent

What’s on Offer

• Highly competitive compensation — full details provided on application

• Full ownership of your research agenda with a direct path to production

• Access to the latest AI-powered tools and freedom to build your own research workflows

• Workations, flexible hours and a multicultural, high-performance environment

Ideally willing to be based in Dubai but for exceptional candidate may consider remote.