Crypto is one of the few markets where a researcher can still move the edge.
The data is abundant, the microstructure is novel, and the loop between an idea and live PnL is short.
High-frequency options trading is where we're strongest, and we're widening our scope to include more mid-frequency work.
We're looking for a senior Quantitative Researcher with a mid-frequency background to join our Amsterdam trading floor.
The roleYou'll be in charge of developing our mid-frequency capabilities, owning the research agenda end to end, from hypothesis and dataset construction through model training and backtesting to live deployment.
You'll sit with traders, researchers, and analysts, and raise the bar for research across the floor.
You will:Own price-prediction, signal, execution, and anomaly-detection models across crypto derivatives and spot markets from idea to live PnLShape our research, backtesting, and trading infrastructure together with engineers, so good ideas reach production quickly and safelyOwn models in production: monitor live performance, diagnose decay, and iterate on what you shipSet research direction alongside traders, deciding which trades are worth making and whyRaise the research bar by mentoring colleagues, reviewing work, and setting standards for rigourWhat we're looking for3+ years of quantitative research experience at a hedge fund, trading firm, or similar, with mid-frequency models you've taken liveA strong academic foundation in a quantitative discipline (mathematics, physics, statistics, or computer science)Fluency in Python and the modern ML stack (PyTorch and/or TensorFlow, scikit-learn, NumPy, pandas)A deep grasp of overfitting, validation design, and feature engineering.
You can explain why a model works, not just that it doesSoftware engineering instincts: you write production-grade cod.