This role is with one of Dex's trusted partner companies. We work closely with their teams to truly understand their culture, goals, and what they're looking for, so we can match you with the right opportunity and give you context about the role before you commit to a process.
The role
This is one of the premier algorithmic market makers in digital assets, deploying high-frequency trading infrastructure across global centralized and decentralized venues. Backed by top-tier venture funds, they pair the technical execution standards of elite systematic trading shops with the flat, low-bureaucracy culture of a high-growth startup. Every model built here has immediate, direct feedback from live markets running 24/7.
You will join the quantitative research team to develop ML-based alpha models derived directly from high-frequency order book and microstructure data. This is not an academic research seat running offline experiments destined for a paper; you will build the streaming pipelines, engineer the features, and deploy your models directly into live production trading alongside quant developers. Finance experience is welcome but not required, provided your technical rigor and signal extraction instincts are world-class.
The work
- Design and train deep learning architectures for short-horizon forecasting and alpha signal extraction on high-frequency market microstructure.
- Engineer streaming feature extraction pipelines that transform raw, tick-level order book data into production model inputs.
- Integrate predictive models into live production trading environments alongside quantitative developers, ruthlessly optimizing for inference latency and reliability.
- Own the full modeling lifecycle end to end, driving backtesting, execution analysis, and real-time live performance monitoring.
What You Bring
- Degree in computer science, machine learning, applied mathematics, or another rigorous quantitative discipline.
- Demonstrated track record of applying machine learning or deep learning to real-world, production problems beyond academic coursework.
- Hands-on experience modeling time-series data, signal extraction, or high-frequency streaming inputs.
- Production-grade Python skills across the standard ML ecosystem, with direct experience building ML infrastructure for pipelines, experiment tracking, and versioning.
Why apply through Dex
Elite quantitative trading firms reject the vast majority of applications at the resume screen, making it nearly impossible to cut through the noise through standard job boards. Dex gives you direct access to high-signal ML seats in market making and briefs you on the team's live tech stack and trading dynamics before you enter the loop. You apply once and let tailored opportunities come directly to you.
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Machine Learning Researcher employer: Dex
At Dex, we pride ourselves on being an exceptional employer, offering a dynamic work culture that fosters innovation and collaboration. Our London-based team enjoys a hybrid working model, competitive benefits, and ample opportunities for professional growth, all while contributing to cutting-edge technology in the healthcare sector. Join us to make a meaningful impact in real-time systems and edge deployment, surrounded by a supportive team dedicated to excellence.
