Quantitative Researcher

Quantitative Researchers– Systematic Equity Options

Location: Amsterdam

Leading Proprietary Trading Firm

We are partnering with an Industry leading proprietary trading firm actively seeking experienced Quantitative Researchers/Traders specializing in equity derivatives across the Indian markets.

This opportunity is ideal for candidates with a rich history of generating alpha for a top firm, who are looking to join a talented team at a prestigious Prop House, with cutting-edge technology, world-class infrastructure, and a dynamic trading environment. The role offers a highly competitive base salary, and access to state-of-the-art resources.

Key Responsibilities:

Generate Alpha and implement systematic equity trading strategies, focusing on both market making and/or aggressive market taking approaches.

Leverage a deep understanding of equity derivatives, market structure, and execution strategies to drive performance.

Collaborate closely with quantitative researchers, developers, and traders to optimize strategies and enhance execution efficiency.

Candidate Requirements:

Bachelor’s, Master’s, or PhD from a top-tier university in Computer Science, Mathematics, Engineering, or a related STEM field.

Expertise in generating alpha for MFT trading strategy development with a proven track record.

Strong programming skills in Python, C++, or Java

A data-driven and highly analytical mindset, with the ability to identify and capitalize on market inefficiencies.

This is a high-impact opportunity to contribute to a leading proprietary trading firm’s continued expansion while working with best-in-class infrastructure and a highly skilled team.