Dewiz - Quantitative Researcher
At a glance
Mid-level Data Science role at deCircle. Remote, United States · full-time · no salary stated · we estimate $172,375–$223,788.
deCircle has not published a salary for this role. The figure below is our estimate, not theirs.
remoteroles summary, based on the employer's posting.
What you'll do
- Develop quantitative models that improve trade execution, inventory decisions and capital use across centralized and decentralized markets
- Use research to shape capital allocation, liquidity pricing and trade execution
- Find ways to improve execution quality, create revenue opportunities and reduce risk
- Contribute to the design of future trading and liquidity infrastructure
What you bring
- A background in quantitative research or a related field such as applied mathematics, statistics or computer science
- Experience building quantitative models for trading, market making, optimization or financial markets
- Strong programming ability in Python, Rust, C++ or a comparable language
- A solid grounding in probability, statistics, optimization and market microstructure
Who this fits
This role suits a mid-level researcher interested in quantitative trading and DeFi. It is remote, with the role based in San Francisco.
From the employer
Dewiz is one of the core engineering teams within the Sky Ecosystem, building the infrastructure that powers one of DeFi's largest and most established protocols. The team works across protocol engineering, smart contracts, trading systems, and market infrastructure, developing products that process billions of dollars in on-chain liquidity while advancing the next generation of decentralized finance.
As the ecosystem continues to expand, we're looking for a Quantitative Researcher to help design the models and strategies that optimize execution, inventory management, and capital efficiency across both centralized and decentralized markets.
The Role
You'll work at the intersection of quantitative research, market microstructure, algorithmic trading, and DeFi, building models that directly influence how capital is allocated, liquidity is priced, and trades are executed.
Your research will improve execution quality, unlock new revenue opportunities, reduce risk, and shape the design of next-generation trading and liquidity infrastructure.
Strong background in Quantitative Research, Applied Mathematics, Statistics, Physics, Computer Science, Economics, or a related discipline.
Experience developing quantitative models for trading, market making, optimization, or financial markets.
Strong programming skills in Python, Rust, C++, or a similar language.
Solid understanding of probability, statistics, optimization, and market microstructure.
Curiosity about DeFi, digital assets, and decentralized market design.
Experience with market making, algorithmic trading, blockchain protocols, or MEV is a strong advantage, but not required.
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