2x Quantitative Researcher/Engineer

Quantitative Trading & Market Microstructure Specialist - High-Performance DEX

Location: Remote - Global (Preference for candidates based in: Lisbon, Portugal / UAE / Switzerland / Singapore / Hong Kong / Brazil / USA / UK / Spain / Canada / France / Germany / Greece)

Compensation: $180K - $220K

We are building a high-performance blockchain operating system that fundamentally redefines what's possible on Ethereum by prioritizing unparalleled throughput, decentralization, and security. We are now expanding the team for O2, a new, early-stage project: a next-generation decentralized exchange (DEX) running on our modular execution layer. Designed as a Central Limit Order Book (CLOB), our goal is to build the fastest DEX ever constructed, leveraging parallel execution to unlock high-frequency trading efficiency fully on-chain.

You will play a foundational role, leveraging your expertise in market making and quantitative trading to model, simulate, and optimize the market behavior of our core CLOB protocol. This is a highly hands-on role where you will design and test trading strategy logic, build simulation frameworks, and collaborate with engineering and research to inform critical protocol-level design decisions.

Key Responsibilities:

• Strategy & Optimization: Leverage prior market making experience to run, tune, and improve automated trading strategies both on-chain and across centralized exchanges (CeFi).
• Liquidity Provision: Ensure consistent liquidity provision, real-time adaptation to market conditions, and reliable execution across multiple markets.
• Risk & Security: Identify and mitigate manipulative or adversarial behavior in markets, protecting the exchange and ensuring fair trading conditions. Analyse system architecture and trading logic for vulnerabilities, providing input on risk controls.
• Collaboration & Design: Collaborate with engineering, product, and research teams to design resilient trading bots and contribute to protocol-level market logic.
• Operations: Develop and refine operational workflows for monitoring, alerting, risk management, and daily trading routines (e.g., runbooks, escalation paths).
• Research & Simulation: Design and test strategy logic for liquidity provision and execution. Build simulation frameworks to evaluate pricing and order flow under real-world conditions.

• Domain Experience: 3+ years of direct experience in market making, quantitative trading, or liquidity provision (crypto experience strongly preferred).
• Market Knowledge: Strong understanding of order book mechanics, market microstructure, and liquidity dynamics.
• Systems Experience: Hands-on experience with automated trading systems, including parameter tuning, monitoring, and troubleshooting.
• Technical Comfort: Comfort working close to code (Python, Rust, or similar), enough to prototype or review logic.
• Trading Environment: Familiarity with both CeFi and DeFi trading environments and their unique operational considerations.
• Operational Design: Ability to design structured operational flows (shift rotations, runbooks, escalation paths, monitoring).
• Mindset: High agency (takes proactive steps to drive projects), a hacker mindset (thinks like an adversary to spot risks), curiosity, and a bias toward action.

Preferred Qualifications:

• Strong background in quantitative analysis, algorithmic trading, or market microstructure.
• Experience with DeFi protocols, centralised exchanges, or on-chain trading bots.