HFT Futures Quant Trader - Amsterdam
HFT Futures Quant Trader- Amsterdam
About the Company
This proprietary trading firm is a well-established player in the quantitative trading space, with a strong track record in futures markets and a reputation for combining rigorous research with robust technology. The Amsterdam office is home to a lean, high-performing team focused on listed futures, operating with a clear mandate: build scalable, data-driven strategies that deliver consistent returns.
The desk is led by a Portfolio Manager with over 12 years of industry experience, known for balancing strategic oversight with hands-on involvement. The team benefits from a pragmatic leadership style that encourages open discussion, fast iteration, and a healthy level of risk-taking backed by data.
The group includes:
- Quant Researchers who focus on alpha generation, market micro structure analysis, and statistical modelling.
- Developers who build and maintain low-latency trading systems, simulation frameworks, and real-time monitoring tools.
- Traders who bring diverse market experience and work closely with research and tech to refine execution and manage risk.
The firm values intellectual honesty, transparency, and continuous improvement. Traders are given the autonomy to test ideas, iterate quickly, and scale strategies with full support from infrastructure and data teams. Whether you're refining an existing model or launching a new strategy, you'll have the tools and freedom to make a meaningful impact.
The Role
As a Quant Trader, you'll design and deploy high-frequency strategies across global futures markets. You'll work alongside top-tier researchers and engineers to optimise execution, manage risk, and continuously improve performance.
Responsibilities
- Develop and refine HFT strategies in listed futures (equities, rates, commodities).
- Monitor live trading and adjust strategies in real-time based on market conditions.
- Collaborate with quant researchers and developers to enhance models and infrastructure.
- Conduct post-trade analysis to identify areas for improvement and innovation.
Ideal Candidate
- 2-9 years' experience in quantitative trading, preferably in futures or other listed derivatives.
- Strong programming skills (Python, C++, or Java).
- Solid understanding of market micro structure and exchange connectivity.
- Experience with statistical modelling, signal generation, and execution algorithms.
- Degree in a STEM field from a top university (PhD advantageous but not required).
- Proven track record of profitability and risk management.
What's on Offer
- Highly competitive compensation with performance-based upside.
- Access to cutting-edge technology and infrastructure.
- Collaborative, intellectually rigorous environment.
- Relocation support and visa sponsorship available.
FAQs
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