Founded by experienced high-frequency traders, this Amsterdam-based prop trading firm prides itself on a relaxed working environment which is crucial to their continued success. They're looking for talented quant developers to help them architect and develop a systematic trading platform from scratch and design a backtesting engine for trading strategies.
You'll work directly and closely with traders and the rest of the team to identify and capture new opportunities. The workload is varied, but tasks can include building data pipelines, time series databases, and developing high performance distributed data storage solutions.
If you do your best work in a highly collaborative working environment where everyone's ideas are valued, and knowledge is shared, this role would be perfect for you! Requirements
Culture / Benefits
- Must have previous financial / trading experience, HFT would be ideal
- Substantial programming experience. C++ is preferable, but Python or Java will be considered
- BSc, MSc or PhD in Econometrics, Computer Science, Engineering, Physics, Mathematics (or equivalent)
- Experience writing low-latency backtesters and market simulation is beneficial
- Relocation assistance to Amsterdam is provided
- Competitive base salary & contribution-focused bonus
- Very nimble, fluid organisational structure, work directly with the founders
- No bureaucracy, red tape or layers of sign-off
- Casual, personal and friendly environment
If you feel you are suitable for this role, drop me an email or give me a call! Jack Peck
[t] +44 20 3745 6537