Quantitative Researcher – Global HFT Firm – Amsterdam

We are collaborating with a fast-growing quantitative trading firm that emerged from a leading trading house six years ago, initially recognized as its highest-performing HFT team. The company has expanded to approximately 100 employees worldwide and is continuing its international growth, engaging in crypto trading in China, connecting with 14 exchanges, and establishing a presence in Taiwan, with plans to venture into Brazil and Hong Kong.

This is a unique opportunity to become part of a high-performing team at a pivotal moment in its global development.

The Role

We seek an experienced Quantitative Researcher to join our expanding research team. You will collaborate closely with traders, developers, and senior decision-makers to create systematic trading strategies across global markets. You will have considerable ownership of your research, with the chance to see your contributions directly affect live trading strategies and the broader business.

Responsibilities

• Develop and research systematic trading strategies across various markets.
• Analyze large datasets to uncover trading opportunities and market inefficiencies.
• Create, test, and validate statistical and mathematical models.
• Conduct backtesting and strategy evaluations, focusing on performance and risk.
• Collaborate with traders and developers to implement research ideas into production.
• Enhance existing strategies and research methodologies.
• Investigate new markets as the firm continues its global expansion.
• Clearly present research findings and ideas to senior stakeholders.

Markets

Potential exposure includes:

• CME
• India Options
• China & Taiwan Equities
• Delta One
• Korean Markets
• Crypto

Qualifications

• 3–8 years of experience in quantitative research, systematic trading, or a related role.
• Strong academic foundation in Mathematics, Computer Science, Statistics, Physics, Engineering, or a related discipline.
• Proficient programming skills in Python and/or C++.
• Solid understanding of statistics, probability, optimization, and quantitative modeling.
• Experience in developing and assessing systematic trading strategies.
• Strong analytical and problem-solving skills.
• Excellent communication and collaboration abilities.

We are also open to exceptionally strong candidates who may not meet every requirement but demonstrate remarkable quantitative ability and relevant research experience.

Why Join?

• High ownership: Direct influence over live trading strategies.
• High visibility: Work closely with senior decision-makers.
• Collaborative culture: Close interaction between researchers, traders, and engineers.
• Global expansion: Contribute to building new strategies and entering new markets.
• Meaningful impact: Join while the firm is still scaling, allowing you to shape its future.
• Strong team stability: No departures from the core team to date.