Quantitative Trader - HFT

My client is a leading proprietary trading firm based in Amsterdam. They are actively looking to expand their team after stellar performances. They offer a collaborative environment where quantitative traders take complete ownership of their strategies from concept to execution.

This is a rare opportunity to join a team where you manage the full trading lifecycle - from idea generation to PnL - while leveraging a market-leading trading platform.

Role Overview:

• Design, implement, and manage HFT/low latency strategies in futures or cash equities
• Identify and capitalize on alpha-generating opportunities across global markets
• Develop and maintain high-performance, low-latency code, primarily in C++
• Optimize strategies through advanced statistical modeling and cutting-edge machine learning techniques
• Collaborate closely with world-class quants, researchers, and technologists

Ideal Candidate:

• Demonstrated success with high Sharpe, low-latency trading strategies
• Strong proficiency in C++; experience with Python and/or Java is a plus
• Expertise in HFT strategies, particularly futures or cash equities
• Deep knowledge of market microstructure and alpha generation
• Driven, independent thinker with a team-oriented mindset

What They Offers:

• Full ownership over your trading strategies and pipeline
• Best-in-class technology and infrastructure
• A collaborative, idea-driven culture with minimal red tape
• Transparent and performance-based compensation
• Relocation support and visa sponsorship, if required