Senior Quantitative Researcher
Pinely · Amsterdam
We are currently seeking a highly skilled Senior Quantitative Researcher to join our team in our Amsterdam office. This role will be instrumental in exploring new research directions and will involve leading and managing people.
Responsibilities
- Using ML methods to develop and deploy statistical arbitrage strategies;
- Exploring new trading ideas by analyzing market data;
- Designing features and models to predict behavior of hundreds/thousands securities in 10 seconds-10 minutes timeframe with different underlying;
- Working with ML pipelines to help the strategy development process;
- Driving consistent optimization and advancement of existing models;
- Communicating with internal teams;
- Mentoring and (potentially) leading team members.
Requirements
- 5+ years of relevant experience in a HFT companies;
- Extensive expertise in using ML models for HFT strategies;
- Knowledge how-to and hands-on experience with ML pipelines running for multiple exchanges separately/together;
- Experience in building non-trivial statistical arbitrage strategies profiting from differences in prices between 2 and more instruments;
- Willingness to acquire deeper knowledge in high frequency trading and apply it to trading on multiple (tens of) exchange;
- Knowing how to work on an entire pipeline: from sampling data and creating features to launching strategies in production;
- Proficiency in at least one programming language (Python is preferred);
- Being a confident, resilient, highly motivated, and proactive person;
- Being capable of working with colleagues with different backgrounds and willing to learn new things.
Would be great if you had this
- Experience with mentoring, people management and leading interns or a team of researchers.
What we offer
- High base salary and social benefits;
- Generous bonus structure and profit-sharing scheme. We are very flexible in discussing salary and conditions of employment;
- Cutting-edge hardware and software in production as well as high technical expertise of the company which allows implementation of bold ideas and boosting great results. Ownership over initiatives that directly solve business problems;
- Ability to trade on dozens of international exchanges;
- Flexible workflow (lack of formalism and bureaucracy, no pressure and over-management) and working schedule;
- Tuition reimbursement, conference and training sponsorship.