Quantitative Researcher - Alpha Research (Options - HFT/Intraday)


Amsterdam
Permanent
Negotiable
Quantitative Analytics Research and Trading
PR/612928_1791803248
Quantitative Researcher - Alpha Research (Options - HFT/Intraday)

Quantitative Researcher (Options) | Amsterdam

We're partnering with a Tier-1 HFT as they continue to expand their Amsterdam presence and are looking to hire exceptional Quantitative Researchers focused on Options Alpha Research.

The Role

This role sits at the intersection of quantitative research and systematic options trading. Researchers work closely with traders and technologists to develop, test, and deploy predictive models that drive trading decisions across highly liquid options markets.

Responsibilities

  • Research and develop alpha signals for systematic options trading strategies
  • Analyse large and complex market datasets to identify exploitable patterns and inefficiencies
  • Build and enhance quantitative models for pricing, forecasting, volatility, and market behaviour
  • Design, backtest, and validate trading signals in a high-frequency environment
  • Partner with traders and engineers to implement and optimise strategies in production
  • Continuously monitor and refine existing models based on live performance

Preferred Background

  • Advanced degree in Mathematics, Statistics, Physics, Computer Science, Engineering, or a similarly quantitative discipline
  • Experience conducting quantitative research within options trading, market making, or systematic trading environments
  • Strong understanding of probability, statistics, machine learning, and time-series analysis
  • Proficiency in Python and experience working with large-scale data and research infrastructure
  • Excellent analytical and problem-solving abilities
  • Ability to communicate complex quantitative concepts clearly and concisely

Ideal Profiles

Researchers from leading market makers, proprietary trading firms, or HFT organisations with direct experience in:

  • Options alpha research
  • Volatility modelling
  • Signal generation and forecasting
  • Electronic market making
  • Statistical arbitrage within derivatives markets

Location: Amsterdam
Firm: Tier-1 HFT
Focus: HFT Options Alpha Research / Systematic Trading / Quantitative Research

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