Data-Driven Trading Scientist

Robeco Investment Engineers; Rotterdam; On-site; EUR 90,000 - 140,000; Full time

Job summary

Robeco is seeking a Trading Researcher to strengthen its equity trading desk in Rotterdam. You will research, develop and maintain models to help traders achieve best possible execution and lower market impact.

You will interact with traders, brokers and PMs, applying statistics, ML and optimization pre- and post-trade. Proficiency in Python and data-tools, plus SQL/PySpark, are essential assets for building scalable research infrastructure.

Qualifications

• A master's degree or PhD in a quantitative field such as econometrics, mathematics, data science, computer science, engineering, physics, environmental science or a related discipline.
• 3–8 years of relevant professional experience.
• Strong quantitative skillset.
• Knowledge of statistics, stochastics, stochastic control, machine learning, reinforcement learning, Bayesian statistics, or optimization.
• Strong programming skills in Python, familiarity with the Python data stack such as pandas and NumPy and understanding of typical data-science workflows: VS code, git version, AI-assisted coding etc.
• Experience with SQL, PySpark or compiled languages is a pre.
• Affinity with trading and financial markets in general.
• Knowledge of market microstructure knowledge is helpful, but can also be learned on the job.

Responsibilities

• Interact with our equity traders, brokers, and portfolio managers.
• This allows you to stay up to date with market developments, changes in market microstructure, and the needs of our investment strategies.
• Apply advanced statistics and data-analytics to analyze our executions post trade.
• Use quantitative methods, including machine learning and optimization, to provide execution recommendations pre-trade.
• Apply stochastic methods and reinforcement learning methods to advise the best course of action during the execution.
• Analyze large datasets with intraday data, and build infrastructure to bring data-driven decision making to our traders.
• Have the latest AI models at your disposal to write clean, reproducible Python code that can be maintained and extended by the broader team, with consistent attention to version control, testing, and documentation.
• Build tools, dashboards, and reports that communicate insights to portfolio managers, traders, investment specialists, and other stakeholders, including colleagues without a quantitative background.

Skills

Strong quantitative skills

English proficiency

Education

Master's/PhD in quantitative field

Tools

Python (pandas, NumPy)

VS Code

Git

SQL

PySpark

Azure

Job description

Robeco is seeking a Trading Researcher to strengthen its equity trading desk in Rotterdam. You will research, develop and maintain models to help traders achieve best possible execution and lower market impact.

You will interact with traders, brokers and PMs, applying statistics, ML and optimization pre- and post-trade. Proficiency in Python and data-tools, plus SQL/PySpark, are essential assets for building scalable research infrastructure.