Junior Quantitative Researcher – Algorithmic Trading

Efinancialcareers; Amsterdam; On-site; EUR 45,000 - 65,000; Part time

Job summary

Efinancialcareers is seeking a Junior Quantitative Researcher for our Amsterdam office. You will study market behaviour at fine time scales and help design, test, and refine strategies that operate in live markets.

You will join a high‑performance research team supported by infrastructure and engineering, enabling you to focus on modelling, experimentation, and performance improvement with ownership and open discussion.

Qualifications

• Academic training in a quantitative field such as mathematics, physics, or computer science.
• Strong foundations in probability and statistics.
• Notable competition achievements (IMO/IOI/ICPC/Code Jam or similar).
• Solid programming skills in Python.
• Familiarity with C++ is a plus.
• Experience with ML techniques is advantageous.

Responsibilities

• Build and refine systematic trading models using statistical analysis and ML.
• Study market microstructure and short-horizon price dynamics to identify edge.
• Collaborate with software engineers to translate research into production-ready strategies.
• Support ongoing enhancement of existing strategies and roadmap.

Skills

Python

C++ exposure

Machine learning

Mathematics background

Competitive programming achievements

Education

Quantitative field (math, physics, CS)

Job description

We are a proprietary trading firm operating at the intersection of mathematics, technology, and global financial markets. From our Amsterdam office, we design and run systematic, low-latency trading strategies across multiple asset classes and venues worldwide.

Our researchers come from highly competitive academic and technical backgrounds, and we actively engage with the international problem-solving community. Many members of our team have distinguished themselves in mathematical research, engineering, and elite competitions.

We are currently expanding our trading research group and are seeking a Junior Quantitative Researcher to work closely with an active trading desk. In this role, you will study market behaviour at fine time scales and help design, test, and refine strategies that operate in live markets.

You will be part of a high-performance research environment where ideas move rapidly from analysis to production. The trading teams are backed by a dedicated infrastructure and engineering group, allowing researchers to focus on modelling, experimentation, and performance improvement without operational friction.

We operate with minimal hierarchy and place strong emphasis on ownership, intellectual curiosity, and open discussion. If you enjoy working in a collaborative setting where original thinking is encouraged and results are visible quickly, this role may suit you well.

What you will work on

1. Building and refining systematic trading models using statistical analysis and modern machine learning approaches
2. Investigating market microstructure and short-horizon price dynamics to uncover new sources of edge
3. Partnering with software engineers and fellow researchers to translate research into efficient, production-ready strategies
4. Supporting the ongoing enhancement of existing strategies and contributing to the broader research roadmap

What we are looking for

1. Academic training in a quantitative field such as mathematics, physics, computer science, or a related discipline
2. Strong foundations in probability, statistics, and quantitative reasoning
3. A track record of high achievement in mathematical or programming competitions (e.g. IMO, IOI, ICPC, IMC, Code Jam, Hash Code, Hacker Cup, or similar)
4. Solid programming skills in Python
5. Prior exposure to C++ (professional experience not required)
6. Familiarity with machine learning techniques is a plus

Dienstverband:

Type vacature: Intern

Vaardigheden

• Er is geen minimale opleiding vereist
• Je beheerst Engels