Senior Quant Researcher (Equities)

Macrander; Amsterdam; On-site; EUR 80,000 - 110,000; Full time

Benefits offered by this job

Competitive salary and bonuses

Extensive relocation package

Sophisticated training and development programs

Reimbursement for sports activities

Engaging corporate events

Healthy work-life balance environment

Job summary

A leading trading firm in Amsterdam is seeking a Senior Quantitative Researcher to join their dynamic trading team. The role involves developing high-frequency trading strategies leveraging machine learning insights to optimize market opportunities. Candidates must have robust experience in HFT and a strong mathematical foundation, with substantial room for professional growth and development in a funded and supportive environment.

Qualifications

• 5+ years experience in tier1 HFT companies.
• Extensive experience in deploying ML models for HFT strategies.
• Proficient in Python and capable of data handling and feature engineering.

Responsibilities

• Develop high-frequency trading strategies across global markets.
• Design and use statistical models to analyze market data.
• Build and optimize ML pipelines for strategy development.

Skills

Machine Learning

Statistical Arbitrage

Python

Data Analysis

Risk Management

Education

PhD in Mathematics, Statistics or related field

Master's Degree in related field

Job description

Our client is a Trading firm in Amsterdam, with offices abroad.

They are a tech-savvy proprietary trading firm with data-driven solutions and cutting-edge technologies. They excel in the application of machine learning (ML) and deep learning (DL), which are at the core of our trading strategies. Driven by advanced techniques, we continue to grow each year and maintain a competitive place in the HFT market.

They operate as part of the financial markets infrastructure providing liquidity to increase its efficiency.

The company maintains an informal atmosphere where everyone is encouraged to speak their minds. We operate in small teams that work autonomously, setting their own tasks and goals without too much hierarchy and bureaucracy.

Position

We are looking for a talented Senior Quantitative Researcher for our Amsterdam-based office who will join one of our Trading teams to analyze the global markets, create and optimize profitable trading strategies.

Main Responsibilities:

• Develop and deploy high-frequency trading strategies on competitive high turnover markets such as the US, EU, Japan, NSE, and Krx.
• Design features and models to predict the behavior of hundreds to thousands of securities within a 10-second to 1-hour timeframe, utilizing various underlyings.
• Use machine learning (ML) methods to explore new trading ideas by analyzing market data.
• Build and optimize ML pipelines to support strategy development across multiple exchanges, either separately or in conjunction.
• Construct complex statistical arbitrage strategies to profit from price discrepancies between two or more trading instruments.

Requirements:

• Minimum 5 years of relevant experience in tier1 HFT companies, with a proven track record of trading high turnover strategies.
• Extensive expertise in deploying ML models for HFT strategies.
• Proficiency in at least one programming language, with a preference for Python.
• A strong educational background in Mathematics, Statistics, or a related field; a PhD is a plus.
• Experience in building non-trivial statistical arbitrage strategies, although recognizing that arbitrage is not the sole method for profit.
• Demonstrated ability to work on an entire pipeline: from sampling data and creating features to launching strategies in production.
• Willingness to deepen knowledge in HFT and to apply advanced strategies across multiple (tens of) exchanges.
• Being a confident, resilient, highly motivated, and proactive person;
• Being capable of working with colleagues with different backgrounds and willing to learn new things
• Experience with mentoring, people management, and leadership roles within research or trading teams.

Offer:

• Very competitive salary at the upper end of the market + significant bonuses twice a year.
• The team which consists of great minds, including Kaggle Grandmasters, ACM ICPC World Finalists and published research findings in A* conferences.
• Extensive relocation package to Amsterdam.
• Comprehensive support for the candidate and their family to ensure a smooth transition.
• The versatile and reliable infrastructure to support your strategies and innovations and the capability to test ideas daily on a real-time production leaderboard, fostering a dynamic environment for experimentation and refinement.
• A modern and well-equipped office designed for productivity and comfort.
• Friendly work environment, we value and prioritize a healthy work-life balance to support overall well-being of the team.
• Sophisticated internal training and development programs.
• Reimbursement for sports activities.
• Engaging in corporate events twice a year.