The posting
About the Company and Role
We are hiring a Quantitative Researcher for a proprietary high-frequency trading firm active across CeFi, DeFi, and prediction markets.
The role focuses on finding and monetizing price discrepancies between centralized and decentralized markets.
You will work across the full research cycle, studying market microstructure, identifying inefficiencies, turning them into quantitative hypotheses, backtesting strategies on large datasets, and working with engineers to bring successful ideas into production.
A significant part of the role involves understanding how prices, liquidity, latency, and on-chain mechanics interact across different venues. For this position, DeFi primarily means EVM blockchains and Solana, rather than perpetual DEXs such as Hyperliquid or Lighter.
Location: Vilnius, Lithuania, full-time, office-based.
We are offering:
- Competitive compensation from €6,000 gross per month, depending on your experience and expertise, plus an uncapped annual performance bonus;
- Work on quantitative strategies connecting centralized and decentralized markets;
- Access to large volumes of market and on-chain data;
- Close collaboration with experienced quantitative researchers and software engineers;
- A high level of ownership across research, strategy development, and live performance;
- Private health insurance;
- Regular team events, sports, chess tournaments, and game nights.
What kind of qualifications we are looking for:
- Strong foundation in mathematics and statistics, including probability, statistical modeling, and time-series analysis;
- Fluency in Python for quantitative research and data analysis;
- Strong interest in market microstructure and how prices form across different trading venues;
- Understanding of DeFi on EVM blockchains and/or Solana;
- Comfort using LLMs as part of research and coding workflows;
- Rigorous, data-driven approach to developing and testing trading ideas.
Responsibilities:
- Identify inefficiencies in market microstructure and turn them into tradable ideas;
- Formalize research ideas as quantitative strategies and backtest them on large datasets;
- Work with engineers to deploy strategies and track their live performance;
- Analyze and reduce latency across exchanges, blockchains, and internal infrastructure;
- Reverse-engineer competitors' strategies and investigate potential sources of edge;
- Document and present research findings so the wider team can build on them.
Nice-to-have Requirements:
- Experience backtesting trading strategies;
- Competitive mathematics, programming, or Kaggle background;
- Understanding of stochastic processes, including stochastic calculus or point processes;
- Experience with distributed systems and low-latency communication;
- Familiarity with DeFi mechanics, including AMMs, on-chain data, gas, block dynamics, and MEV;
- Ability to write production-grade code.
If you want to research real market inefficiencies across CeFi and DeFi and take ideas from initial analysis through to live trading, we would like to hear from you. Apply via our website.



