About Fourstroke

We are Fourstroke, an Amsterdam-based algorithmic trading firm specialized in market–making and arbitrage strategies across a wide range of digital assets and exchanges. Since our founding in 2021, we’ve built a fully automated, ultra-low-latency trading infrastructure that executes thousands of trades daily across hundreds of order books. Having established a leading position on multiple exchanges, we are now scaling rapidly — expanding to new venues, growing AUM, and advancing the intelligence of our trading systems.

Our next phase of growth focuses on maturing our strategies — making them smarter, more adaptive, and increasingly data-driven. This is where you come in.

Your opportunity

This is a unique chance to join a fast-moving, entrepreneurial trading firm with a proven foundation and significant upside potential. You’ll be part of a small, high-performing team shaping the next generation of our algorithmic trading strategies.

In this role, you’ll enhance and evolve our trading models through quantitative research, machine learning, and large-scale data analysis. You’ll explore new opportunities, design and backtest data-driven strategies, and see your research directly impact trading performance in production environments.

Responsibilities

• Conduct quantitative and machine learning research to improve and expand existing trading strategies.
• Analyze large-scale, high-frequency market data to uncover inefficiencies and predictive patterns.
• Design and implement backtesting frameworks to validate and refine strategy ideas.
• Collaborate closely with engineers to deploy strategies in production.
• Continuously monitor, optimize, and fine-tune live strategies to ensure consistent performance.

Profile

• 2+ years of experience in a Machine Learning Engineer/Researcher role.
• Degree (BSc/MSc/PhD) in Math, Physics, Computer Science, Econometrics, Operations Research, or another quantitative field.
• Proficiency in Python and comfort working with large datasets, SQL, and data pipelines (Databricks).
• Experience with machine learning, statistical modeling, or feature engineering for time-series or trading data is a strong plus.
• Ability to work autonomously, from idea to implementation, within a lean, collaborative team.
• Curiosity and genuine enthusiasm for trading and digital assets.
• Familiarity with Rust is a bonus.

What we offer

• A collaborative, high-energy work environment.
• The chance to become a key contributor at an early-stage trading firm with strong momentum.
• Competitive base salary + performance-based bonus scheme.
• Flexible hybrid setup (up to 2 days remote per week).
• Trendy Amsterdam East office with an espresso bar and free lunch.
• 28 paid holidays + 1st Class train subscription for your commute.
• Visa sponsorship (if needed).
• Top-tier gear: MacBook Pro (14/16") + headset of your choice.
• Regular team events, drinks, and attendance at leading industry conferences.

How to apply

• Write a brief paragraph about yourself and why you are enthusiastic about this role
• Send it, along with an up-to-date resume, to [email protected] (our recruitment agency)