Quantitative Trader / Researcher - EMEA (Fintech)

Location: Hybrid role based in London, Paris, or Amsterdam

Company

Quantitative trading firm founded in 1998, operating a high-performance platform with independent trading teams and a global office network.

What you will do

• Design, implement, and deploy algorithmic trading strategies.
• Research high- to mid-frequency alpha opportunities.
• Analyze market data, market microstructure, and alternative data to identify patterns.
• Build tools and analytical computation libraries for market data analysis and trading.
• Develop, enhance, and calibrate exchange simulators.

Requirements

• Bachelor’s, master’s, or PhD degree from a top-tier university in mathematics, statistics, computer science, or an equivalent STEM discipline.
• Strong background in mathematics and statistics.
• Proficiency in backtesting, simulation, and statistical techniques, including autoregression, autocorrelation, and principal component analysis.
• Strong data-mining and analysis skills, including experience with large datasets and tick data.
• Familiarity with signal generation and statistical models.
• Strong programming skills in Python and/or C++.

Nice to have

• Experience in high-frequency or quantitative trading.

Culture & Benefits

• Generous paid time off policies.
• Savings plans and financial wellness tools available in each region.
• Free breakfast, lunch, and snacks daily.
• Wellness experiences and reimbursement for selected wellness expenses.
• Company-sponsored sports teams, fitness events, volunteer opportunities, and charitable giving.
• Workshops and continuous learning opportunities in a collaborative workplace.