Quantitative Trader

Anson McCade; Amsterdam; On-site; EUR 150,000 - 250,000; Full time

Benefits offered by this job

Performance-based upside

End-to-end ownership of strategy research

Access to world-class technical resources

Sign-on bonuses

No bureaucracy

Job summary

A proprietary trading firm in Amsterdam is seeking an experienced Quantitative Trader to develop, optimise, and execute high-performance trading strategies. The role involves managing the complete strategy lifecycle, including data ingestion and signal discovery, while fostering collaboration with engineers and traders. Strong programming skills in C++ are preferred. This full-time position offers competitive compensation and a collaborative work culture.

Qualifications

• 4+ years of hands-on experience in HFT strategy development and production trading.
• Demonstrated success in deploying profitable high-frequency strategies.
• Strong programming skills in C++ (preferred) or Python/Java.
• Deep understanding of market microstructure, exchange protocols, and execution optimisation.
• Ability to convert ideas into live trading systems.

Responsibilities

• Research, design, and implement high-frequency and low-latency trading strategies.
• Monitor live strategies and respond to evolving market conditions.
• Collaborate with developers to enhance tooling and infrastructure.
• Strategy modelling, backtesting and performance optimisation.
• Production deployment and real-time monitoring of strategies.
• Collaborate with developers to optimise tooling, latency and stability.
• Monitor live strategies and respond to evolving market conditions.

Skills

Hands-on experience in HFT strategy development

Strong programming skills in C++, Python, or Java

Deep understanding of market microstructure

Ability to conduct independent quantitative research

Market microstructure

Data analysis

Job description

Senior Recruitment Consultant at Anson McCade - Specialising in Quant Finance Opportunities

My client are a collaborative, research-driven proprietary trading firm specialising in high-frequency and latency-sensitive strategies across cash equities and futures markets. They combine cutting-edge technology, rigorous quantitative research, and deep market expertise to compete at the forefront of global electronic markets.

At the firm, quantitative researchers and traders own their strategies end-to-end. They prioritise autonomy, meaningful responsibility, and transparency across teams. You will work closely with engineers and traders while maintaining full control of your research and trading pipeline.

Role Overview

They are seeking an experienced Quantitative Trader to develop, optimise, and execute high-performance trading strategies. You will be responsible for managing the complete strategy lifecycle, from data ingestion and signal discovery to implementation, backtesting, and real-time deployment.

This is a hands-on role for someone who thrives in a fast-paced environment, values collaborative exchange, and enjoys solving complex market problems.

Responsibilities

• Research, design, and implement high-frequency and low-latency trading strategies.
• Data collection & feature engineering.
• Alpha signal generation and evaluation.
• Strategy modelling, backtesting, and performance optimisation.
• Production deployment and monitoring.
• Analyse market microstructure, identify new trading opportunities, and refine existing models.
• Collaborate with developers to enhance tooling, infrastructure, latency performance, and stability.
• Continuously monitor live strategies and respond to evolving market conditions.

Required Qualifications

• 4+ years of hands-on experience in HFT strategy development and production trading at a proprietary trading firm, hedge fund, or market-making firm.
• Demonstrated success in deploying profitable high-frequency or latency-sensitive strategies.
• Strong programming skills in C++ (preferred) or Python / Java.
• Deep understanding of market microstructure, exchange protocols, and execution optimisation.
• Proven ability to conduct independent quantitative research and convert ideas into live trading systems.

Preferred Attributes

• Experience working directly with low-latency infrastructure.
• Knowledge of statistical modelling, time-series analysis, or machine learning techniques as applied to high-frequency data.
• Ability to communicate clearly and collaborate effectively across trading and engineering teams.
• Self-driven, intellectually curious, and comfortable owning outcomes.

What They Offer

• Competitive compensation structure with performance-based upside.
• End-to-end ownership of strategy research and execution.
• A highly collaborative culture with no bureaucracy.
• Direct access to world-class technical and data resources.
• Opportunity to make a measurable impact on trading performance from day one.
• They will wait out lengthy non-competes and can offer compensation guarantees and sign-on bonuses.

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Finance

Industries

Financial Services and Capital Markets