Quantitative Researcher – 2027 Graduates New

Trading Interview; Amsterdam; Hybrid; EUR 120,000 - 180,000; Full time

Job summary

Graviton Research Capital is seeking a Quantitative Researcher to explore market patterns, develop quantitative models, and turn insights into live trading strategies. You will work with researchers and technologists across offices in Singapore, London, Amsterdam, and the US, tackling open-ended problems with large datasets and advanced analytics.

Candidates should be rigorous, enjoy mathematics and programming, and have strong Python and/or C++ skills, along with a solid grounding in

Qualifications

• Degree in a quantitative discipline; strong mathematical foundation.
• Proficient programming in Python and/or C++.
• Solid grounding in probability, statistics, optimization and ML concepts.

Responsibilities

• Discover predictive patterns and sources of alpha from billions of market events.
• Formulate hypotheses about market behaviour and design experiments to test them.
• Apply probability, statistics, optimization and machine learning to build predictive models and signals for systematic trading.
• Design robust backtests and statistical tests to distinguish genuine signals from noise.
• Work with large, complex datasets to uncover non-obvious patterns.
• Investigate market microstructure and timescale effects.
• Evaluate strategy performance and refine models continuously.
• Develop research infrastructure and AI-powered tools to speed experimentation.
• Translate research ideas into production-ready systems with technologists.

Skills

Python

C++

Statistics

Data analysis

Communication skills

Education

Degree in a quantitative discipline (e.g., mathematics, physics, computer science, statistics, machine learning)

Tools

Python ecosystem

Job description

Amsterdam, North Holland, Netherlands; London, England, United Kingdom; New York; Singapore

Job Type Full-time

Posted 2 weeks ago

The role

Job description

At Graviton, we don't believe the best trading strategies come from following established playbooks. They come from asking better questions. Why does a pattern exist? What is driving it? Is it real or just noise? Can it be explained, modelled and turned into an edge?

As a Quantitative Researcher, you'll work on those questions every day. You'll investigate market behaviour, develop quantitative models, build and test hypotheses and turn insights into trading strategies, working alongside researchers and technologists in an environment where an idea on a whiteboard can reach live trading quickly.

This isn't a role where the answers are in a textbook. The problems are open-ended, the data is enormous, and finding the answers is the job.

Ideal candidates are rigorous thinkers who genuinely enjoy mathematics, programming and figuring out things that aren't obvious, based in our Singapore, London, Amsterdam or US offices.

What You'll Work On

You'll work across quantitative research and systematic trading, taking ideas through the full lifecycle: question, hypothesis, experiment, model, validation, strategy, production. Depending on your team and research interests, your work would include:

• Discovering predictive patterns and sources of alpha from billions of market events
• Formulating hypotheses about market behaviour and designing experiments to test them
• Applying probability, statistics, optimization and machine learning to build predictive models and quantitative signals for systematic trading
• Designing robust backtests and statistical tests to distinguish genuine signals from noise
• Working with large and complex datasets to uncover patterns that aren't immediately visible
• Investigating market microstructure and how markets behave at different timescales
• Evaluating strategy performance, identifying weaknesses and continuously refining models
• Developing research infrastructure and AI-powered tools and agents that make experimentation faster and analysis deeper
• Working closely with technologists to translate research ideas into efficient, production-ready systems
• Exploring new techniques in machine learning, statistics and quantitative finance to uncover new sources of edge

No two research problems are the same. Good research finds patterns. Great research understands why they exist.

What Success Looks Like

Successful researchers at Graviton discover new sources of alpha and turn them into robust trading strategies, build models that hold up under real market conditions and not only in backtests, develop a deep understanding of market behaviour, create research frameworks and tools that make the broader team more effective, work with technologists to take ideas from research into production, and communicate complex quantitative ideas clearly and rigorously. Your impact isn't measured by how many models you build. It's measured by the quality of the ideas you discover and what those ideas enable.

Who We're Looking For

We're looking for exceptional problem solvers who genuinely enjoy mathematics, programming and figuring out things that aren't obvious.

• Degree in a quantitative discipline such as mathematics, physics, computer science, statistics, operations research or machine learning
• No active backlogs
• Strong programming skills in Python and/or C++
• Solid grounding in probability, statistics, linear algebra and optimization, with experience in machine learning, statistical modelling or data analysis, whether through coursework, research or personal projects
• Comfort working with large, complex datasets, and strong analytical thinking
• A passion for applying quantitative thinking and rigorous research to solve open-ended problems in markets
• Excellent communication skills, with the ability to explain complex ideas clearly

Prior exposure to quantitative research, algorithmic trading, market microstructure, competitive mathematics or machine learning is valuable, but we care more about how you think than whether you've worked in finance before.

Our Culture

More than specific tools or techniques, we care how you think. We look for people who are curious enough to keep asking why, analytical enough to separate signal from noise, persistent enough to pursue difficult problems, intellectually honest enough to abandon an idea when the evidence says so, and humble enough to keep learning.

At Graviton, researchers sit alongside technologists on specialized trading teams that operate with significant autonomy. You'll have meaningful ownership of research problems from day one: forming your own hypotheses, challenging existing approaches and following the evidence wherever it leads, with the infrastructure and datasets to test ideas at scale, competitive compensation, and a culture where the best idea wins regardless of who proposed it.

Markets are among the most complex systems humans have ever created, and they never stop changing. Neither should our thinking. Every day, someone asks a better question and finds an answer nobody had. That someone could be you.

This description was published by Graviton Research Capital. Applications are handled on their careers site: we are not the employer and cannot process them.

Graviton Research Capital is a high-frequency and quantitative trading firm founded in 2014 by IIT-Delhi classmates Ankit Gupta and Nishil Gupta. Based in Gurugram, it has emerged as "the fastest…