Senior Algo Trading Quant

  • Applications may have closed

Wintermute

London


About Wintermute

At our mission is to enable, empower and advance the truly decentralized world for more transparent and efficient markets and products
We do this by providing liquidity algorithmically across most trading venues in crypto, supporting all major centralized and decentralized trading venues, AMMs, RFQs, aggregators and chains
Wintermute is also offering best-in-class OTC products to crypto native as well as traditional financial institutions
Wintermute is actively participating in the building and development of the blockchain ecosystem through investments from Wintermute Ventures, partnerships and co-development with upcoming protocols and incubation of own projects
We act as official liquidity providers for a large number of the world’s highest profile blockchain projects
Wintermute is a hyper-growth highly profitable business with a very ambitious vision and roadmap
We manage billions of dollars in assets and trade more than $5B/day
We are backed by , , , Ventures, Avon Ventures by , and other top tier investors
We are run as a technology company, not a financial service provider, and we build our culture around of ambition, collaboration, entrepreneurship, transparency and meritocracy
Working at Wintermute

We are looking for an experienced Algo Trading Quant with strong modelling and coding skills (Python)
At Wintermute, you will be responsible for scaling and bringing our quantitative business to the next level, it will cover all technologies (CeFi, DeFi), trading platforms and products (spot, derivatives, ETPs, etc
)
You will have the opportunity to develop your own strategies and improve existing algorithmic trading activities
While owning your quant desk, you will work very closely and collaboratively with algorithmic traders and our core development team
You will get advice and guidance from very experienced traders and developers, 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

What you will do

    • Design and implement predictive black box quant trading liquidity provision as well as market-taking models
    • Apply statistical modelling/research methodology, including both regression and machine learning to add signals with a time horizon from 1ms to several seconds
    • Lead research efforts to improve signals, optimise parameters with 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 estimate market impact of quantitative models, for both liquid and illiquid assets
    • Implement and maintain black box trading models in Python or C++

Hard skills requirements

    • Quantitative degree in Maths, Statistics, Computer Science, Physics or related qualitative field; post-graduate degrees may be a plus, but not expected or required
    • 3+ years of experience developing black box quant trading models with a short time horizon in a top tier quantitative firm in traditional finance
      Crypto algo trading experience is beneficial but not required
    • Advanced Python coding skills, high-level understanding of C++ is a plus, other analytical tools and languages may be a plus
    • Experience with machine learning

Other requirements

    • Have an owner mentality – you focus on ultimate result (short and long-term P&L for the company), focus on strategically growing the business for the future vs research for the sake of research
    • Love problem solving, and love seeing your products work; you do whatever it takes to do what’s needed (trading, coding, analysing data, collaborating)
    • Determined, ambitious yet humble, willing to work hard and learn on the way
    • Like meritocracy and being judged by what you deliver
    • Have an entrepreneurial mindset versus working  9-to-5 mentality; prepared to work non-standard working hours (since we are a high-growth startup operating in 24/7 crypto world)
    • Like working in the team environment (not fully remote), at least half-time working from our London office

Wintermute offer

    • A unique opportunity to work on very interesting projects, get the level of responsibility and ownership that would take 5-10 years longer to get in a traditional trading company/bank/hedge fund
    • A unique opportunity to join one of the fastest growing and most innovative algorithmic trading companies in the world
    • Great culture: highly professional and ambitious, yet informal, non-hierarchical, collaborative and entrepreneurial; we are very flat and hands-on environment – you will work very closely with the CEO, CTO, Head of Trading and the rest of the management team 
    • No legacy systems and bureaucracy; access to high performance low latency infrastructure
    • A cool office in central London with a sci-fi touch 
    • Aligned incentive structure: a significant part of your compensation is performance-based with substantial upside

Tips for Successful Application

    • Only apply to us if you are genuinely interested or curious about this role and the space; this is not for someone who is just looking for "a quant job" or is very mercenary
    • Write us a short, honest, and direct message if you'd like to apply
      Tell us about why you are interested in Wintermute and this role in particular
    • Note that we put a lot of thought into the “requirements”, so we will be unlikely to proceed if you do not fit them
    • Prepare to be tested on your modelling and coding knowledge

Listed in: , , , , , , , , ,