Quant/Data Engineer
Senior Data Engineer / Quantitative Engineer
High-Frequency Trading | Amsterdam, Netherlands
Overview
A leading, privately held high-frequency trading firm based in Amsterdam is seeking an experienced Senior Data Engineer / Quantitative Engineer to join its core trading technology group.
This role sits at the intersection of data engineering, quantitative research, and production trading systems. You will work on problems where microseconds matter, data volumes are massive, and correctness and performance are non-negotiable. The environment is highly technical, research-driven, and engineered by people who care deeply about code quality, system design, and mathematical rigor.
This is not a reporting or dashboarding role. You will work directly with tick-level market data, strategy researchers, and low-latency infrastructure to design systems that influence live trading decisions.
What You'll Be Working On
Market Data & Pipelines
- Design and maintain high-throughput, low-latency data pipelines for real-time and historical market data.
- Work with tick-level, order book, and trade event data across multiple venues.
- Build time-series storage and retrieval systems optimized for research and simulation at scale.
- Ensure data correctness, normalization, and replayability for backtesting and live risk analysis.
Quantitative & Research Support
- Collaborate closely with quantitative researchers and traders to turn research ideas into production-ready systems.
- Implement data models used in:
- Alpha research
- Feature generation
- Signal evaluation
- Transaction cost analysis
- Optimize research infrastructure for fast iteration and reproducibility.
Performance-Critical Engineering
- Write highly optimized code for data processing and numerical computation.
- Profile and tune systems for CPU cache efficiency, memory layout, and I/O performance.
- Contribute to libraries used across trading, backtesting, and analytics.
Production Systems
- Own services and components that run in live trading environments.
- Improve system observability, fault tolerance, and operational robustness.
- Participate in architecture discussions affecting multi-year system evolution.
Technical Environment (Representative)
You are not expected to know everything listed, but you should be comfortable operating in a similarly demanding environment.
- Programming: C++, Python (performance-critical and research code)
- Data: Time-series data, streaming systems, event-driven architectures
- Systems: Linux, low-latency networking, multithreading, lock-free programming
- Storage: Custom data formats, in-memory analytics, columnar storage
- Tooling: Profilers, performance tracing, research frameworks
- Math & Stats: Probability, linear algebra, statistics, numerical methods
What We're Looking For
Required Experience
- 6+ years of experience in data engineering, quantitative engineering, or similar fields
- Strong software engineering background in C++ and/or Python
- Deep understanding of data-intensive systems
- Experience working with large-scale time-series or event-based data
- Comfort working close to production systems where reliability and performance are critical
Strongly Preferred
- Prior experience in proprietary trading, HFT, market making, or quantitative finance
- Exposure to market microstructure or electronic trading data
- Ability to reason about performance at the hardware and OS level
- Experience supporting quant research workflows in a fast-moving environment
Personal Attributes
- Curious, analytical, and opinionated about technology
- Comfortable challenging assumptions and designs
- Able to work autonomously while collaborating with researchers and engineers
- Values clean abstractions but knows when to be pragmatic
What Makes This Role Different
- Real Impact: Your work directly affects live trading decisions and outcomes.
- Flat Structure: Minimal bureaucracy, rapid decision-making, and strong engineering influence.
- Technical Peers: Work alongside experienced engineers, quants, and traders.
- Long-Term Thinking: Systems are designed for longevity, not quick demos.
- Engineering-First Culture: Performance, correctness, and maintainability are core values.
FAQs
Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your CV and details on file so when we see similar roles or see skillsets that drive growth in organisations, we will always reach out to discuss opportunities.
Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.
We also work in several ways, firstly we advertise our roles available on our site, however, often due to confidentiality we may not post all. We also work with clients who are more focused on skills and understanding what is required to future-proof their business.
That's why we recommend registering your CV so you can be considered for roles that have yet to be created.
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