Offer summary

Qualifications:

5–10 years of experience in quantitative research/trading, specifically in systematic mid-frequency trading., Expert-level programming skills in Python, C++, R or similar., Solid understanding of market microstructure and quantitative research methods., Proven track record of independently building strategies from ideation to production..

Key responsibilities:

Research, design, and develop systematic mid-frequency trading strategies.

Build and manage models from scratch, including alpha research and risk management.

Collaborate with engineering and trading teams for efficient execution of strategies.

Monitor live trading performance and continuously optimize strategies.

Delta Exchange is a high-performance digital asset derivatives exchange. Founded in 2018, Delta is backed by marquee investors like Aave, Kyber Network, SinoGlobal Capital, QCP, LuneX, Gumi Cryptos, BR Capital, CoinFund and more. Delta offers Futures, Perpetuals & Options trading across Bitcoin and leading Altcoins with up to 100x leverage. Delta also has a suite of innovative product offering like Interest Rate Swaps, Calendar Spreads, Turbo Options and Robo Trading Strategies. Our mission is to accelerate the advancement of the cryptocurrency financial system by building a highly-liquid and trusted derivatives trading platform developed to serve both retail and institutional traders. With a powerful matching engine, an intuitive interface, advanced order types and lightning-fast APIs, Delta provides access to an institutional-grade trading platform built for the digital asset markets.

Job description

Role Overview:

We are seeking a Quant Research Lead with deep expertise in mid-frequency systematic trading. You will be responsible for end-to-end research, development, and deployment of MFT strategies on crypto derivatives markets.

Key Responsibilities:

Research, design, and develop systematic mid-frequency trading strategies.
Build and manage models from scratch — including alpha research, signal generation, backtesting, portfolio construction, and risk management.
Collaborate closely with engineering and trading teams for efficient execution and scaling of strategies.
Monitor live trading performance, adapt to market dynamics, and continuously optimize strategies.

Requirements

5–10 years of experience in quantitative research/trading, specifically in systematic mid-frequency trading
Track record of building strategies independently from ideation to production.
Expert-level programming skills (Python, C++, R or similar).
Solid understanding of market microstructure, quantitative research methods, alpha modeling, and execution systems.

Required profile