Quantitative Trader (Fintech)

TL;DR

Quantitative Trader (Fintech): Designing and implementing data-driven trading strategies for electronic markets with an accent on alpha generation and quantitative modeling. Focus on analyzing large datasets, developing robust execution tools, and collaborating with cross-functional teams to optimize trading performance.

Location: Hybrid working arrangements available across EMEA locations.

Company

A globally established proprietary trading firm specializing in high-performance algorithmic and electronic market strategies.

What you will do

• Design and implement data-driven trading strategies for global electronic markets.
• Conduct deep research into market structure and trading behaviors to identify alpha.
• Analyze large datasets to uncover actionable signals and market inefficiencies.
• Develop robust tools for data processing, model evaluation, and performance tracking.
• Enhance internal libraries and simulation environments for strategy testing.
• Collaborate with engineering teams to optimize strategy performance and deployment.

Requirements

• Degree in Mathematics, Computer Science, Statistics, Physics, Engineering or a related quantitative field.
• Strong grounding in statistics, linear algebra, probability, and time series analysis.
• Hands-on experience working with large datasets, such as tick-level or alternative data.
• Proficiency in Python and/or C++.
• Familiarity with predictive modeling, alpha generation, and signal validation.

Nice to have

• Experience in systematic trading or research.
• Knowledge of market microstructure.

Culture & Benefits

• Access to world-class, low-latency trading infrastructure.
• Highly competitive compensation structure with performance-based bonuses.
• Flexible hybrid work environment.
• Supportive team culture with low bureaucracy and high autonomy.
• Wellness support, gym reimbursements, and regular social gatherings.