FX Quantitative Researcher FX Quantitative Researcher …

Flow Traders
in Amsterdam, Noord-Holland, Netherlands
Permanent, Full time
Last application, 26 Feb 21
Competitive salary package
Flow Traders
in Amsterdam, Noord-Holland, Netherlands
Permanent, Full time
Last application, 26 Feb 21
Competitive salary package
Posted by:
Georgiana Luncanu • Recruiter
Flow Traders
Posted by:
Georgiana Luncanu
Recruiter
Flow Traders is looking for an experienced FX Quantitative Researcher to join our growing FX desk at our Amsterdam office. This is an unique opportunity for candidates to join a leading proprietary trading firm, working alongside some of the brightest minds in the industry. As a firm, we are at the intersection of Scientific Research, Finance and cutting edge Technology. Financial markets have made a rapid shift from trading in the pit towards algorithmic trading, and our firm has developed into a FinTech company.  

What you will do

  • Collaborate with Traders and Quant Researchers to optimize and improve trading strategies
  • Research and analyze financial data to find exploitable patterns
  • Design and implement complex quantitative models and automated trading algorithms

Day in the Life    

You arrive at the office and walk into the lounge to get yourself a sandwich and a glass of orange juice and while you are at it, you bring some coffee for your teammates. You log in to your computer and walk towards the huddle area to listen to the daily morning meeting which gets us up to speed on what has happened over night and the most important things to expect for today.  

After the morning meeting you start running the quantitative models that are already in production and send updated parameters to Traders so they can put it in their trading engine. Thereafter it is mostly programming, you start working on your to-do list which are mostly researching and designing new trading algorithms, but projects can range from statistically investigating a trading idea in Python, R or MATLAB to coding new improved versions of trading algos in JAVA. As an example today you have been working on a bug in one of the trading algorithms that you wrote as we noticed it doing some weird trades.   

After lunch you continue where you left off and try to finish any projects with pressing deadlines, or ad-hoc research requests that come in. As most European exchanges close, you shut down your PC and head home. However, on Fridays it usually worthwhile to stay and have a drink at our in-house bar where some good old jokes usually leads to a counterstrike team battle at our gaming room combined with a few beers.

What you need to Succeed

  • 2-7 years quantitative research experience with a focus on pricing and hedging strategies at a market maker
  • A Master degree in Econometrics, Mathematics, Physics, Statistics, Computer Science or similar (PhD preferred)
  • Strong understanding of market microstructure in the asset class of expertise
  • Proficient in programming (e.g. Java and Python)
  • Experience in low latency set ups
  • Strong mathematical and statistical skills
  • Ability to reason logically, deliver under pressure and take ownership
  • Competitive attitude, eager to learn, proactive and able to work in a team
  • Excellent verbal and written English skills

Recruitment Process

Please apply through our website with a CV and convincing cover letter. You might receive an invitation for an aptitude test. During the recruitment process, you will meet several people from the Quant and Trading teams who will test your problem solving skills and your mathematics background. Do you love solving puzzles? Great, then this could be the job for you!

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