Quant Researcher (MFT Focus)
About Wintermute
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 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:
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Develop and deploy mid-frequency (typically >10s holding time, up to days) quantitative trading strategies using Wintermute's market-leading execution capabilities.
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Design and implement predictive models for digital assets.
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Analyze high-resolution market data to uncover short-term alpha signals and market microstructure patterns.
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Perform rigorous backtesting, simulation, and parameter optimisation.
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Collaborate with developers to optimize performance and execution efficiency.
Hard Skills Requirements:
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Experience developing and deploying MFT strategies with demonstrable production performance.
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Strong quantitative background (Mathematics, Physics, Computer Science, Engineering, etc.).
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Advanced Python coding skills (C++ familiarity is a plus).Interest in translating strategies from traditional markets into crypto.
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Collaborative mindset.
Nice to have requirements:
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Proof-of-concept or live performance data for existing crypto strategies.
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Experience in liquidity provision.
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Knowledge of exchange APIs, market microstructure, blockchain data and crypto trading dynamics.
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Experience identifying and exploring alternative data sets.
Here is why you should join our dynamic team:
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Opportunity to work at one of the world's leading algorithmic trading firms.
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Engaging projects offering accelerated responsibilities and ownership compared to traditional finance environments.
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A vibrant working culture with team meals, festive celebrations, gaming events and company wide team building events.
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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.
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Great company culture: informal, non-hierarchical, ambitious, highly professional with a startup vibe, collaborative and entrepreneurial.
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A performance-based compensation with a significant earning potential alongside standard perks like pension and private health insurance.
Note:
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Although we are unable to accept fully remote candidates, we support significant flexibility about working from home and working hours.
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We offer UK work permits and help with relocation.
Skills
As published by lever · 11 questions · 3 written answers
Basics
Resume/CV, Full name, Email, Phone, Current location, Current company, LinkedIn URL, Twitter URL, GitHub URL, Portfolio URL, Other website, Codeforces (or similar) profile URL
Short answers (3)
- What is your current location?
- Please confirm whether you are currently legally authorised to work in the country where this role is based. Please also confirm whether you currently require, or in the future may require, immigration sponsorship or other immigration support from Wintermute to work in that country. If so, please briefly describe the type of support you expect to require.
- What is your notice period? (if you are still in education, please write when you are available to start a full-time role)
Pick from a list (5)
- Do you have hands-on experience developing and deploying mid-frequency (holding time >10 seconds up to several days) or short-term alpha strategies?
- Have any of your strategies been run in production with demonstrable performance results?
- Do you have experience adapting strategies from traditional markets into crypto markets?
- What is your preferred location?
- Where did you hear about this vacancy?
Written answers (3)
- Please briefly describe the type of MFT strategies you have built and the markets (crypto or traditional) they were used in.
- Are you currently subject to any non-compete or other restrictive covenants? If yes, please provide details.
- Please confirm the status of your other interview processes.