Quantitative Developer - Digital Asset Trading Systems

A top-tier quantitative trading firm is searching for a Quantitative Developer to join its core engineering team in Amsterdam. The role offers the opportunity to design and optimize advanced trading infrastructure for digital-asset markets, working at the intersection of software engineering, quantitative research and real-time systems.

What to expect:

• Event-driven architectures that digest millions of crypto-ticks per second across dozens of venues.
• Real-time feature pipelines streaming live order-book data into on-chain analytics and machine-learning inference.
• Dynamic execution engines that learn and adapt - bridging reinforcement learning with deterministic order management.
• Cross-exchange routing frameworks handling unstable APIs, rate limits and blockchain mempool latency.
• Adaptive microservices written in Python, C++ and Rust, benchmarked in live markets every millisecond.

Your Profile:

• Have deep experience with Python and strong proficiency in C++ or Rust.
• Can reason about asynchronous systems, lock-free queues and shared-memory concurrency.
• Have built or tuned data pipelines or model-execution frameworks where latency actually mattered.
• Understand the quirks of crypto-exchange APIs, WebSocket feeds and on-chain data sources or want to master them.
• Care about clean design, continuous deployment, and code that you can trust under pressure.

Benefits:

• An engineering-first environment where architecture decisions come from the people who build.
• Exposure to the full trading lifecycle - from research to live deployment.
• Competitive base compensation with leading performance-based bonuses
• Access to cutting-edge compute, low-latency networks and massive real-time data.
• Continuous learning through internal workshops, cross-disciplinary projects, and mentorship from world-class technologists.

Sound like a match? Apply today or send your CV to [email protected]