Quantitative Researcher

Sector: Algorithmic Trading / Digital Asset Derivatives

Salary: Competitive Base + Performance Bonus

Location: Amsterdam (Onsite, relocation provided)

About The Company

Our client is a fast-growing algorithmic trading firm trading digital asset derivatives and spot globally, 24/7, with its own capital. High-frequency options trading is their core strength, and they’re now expanding into mid-frequency.

The Role

You’ll lead the build-out of their mid-frequency capability, owning the research agenda end to end, from hypothesis and dataset construction through model training and backtesting to live deployment. You’ll work closely with traders and engineers, own models in production, and raise the research bar across the floor.

Requirements

• 3+ years of quant research at a hedge fund, trading firm or similar, with mid-frequency models taken live.
• Strong academic background in maths, physics, statistics or CS.
• Fluency in Python and the ML stack (PyTorch/TensorFlow, scikit-learn, NumPy, pandas).
• Deep grasp of overfitting, validation design and feature engineering.
• Production-grade coding instincts.
  
  

Nice to Have

• Mid-frequency track record in crypto derivatives.
• Experience mentoring or leading researchers.
  
  

Why Join?

• Build out a new mid-frequency capability from the ground up.
• Base plus strong performance bonus, with the opportunity to invest in the trading fund.
• Full relocation package and Dutch classes for internationals.
• Daily meals, gym reimbursement and regular team trips abroad.
  
  

If this sounds like you, apply direct or send your CV to nickroostan@albertbow.com

Best,