Quantitative Researcher

For researchers who turn data into trading signals and want to see their ideas run in live markets. We regularly work on research roles at trading firms and funds that are building or growing their research teams. What you might work on - Research and test alpha signals and pricing models on large market datasets - Build and maintain backtesting and simulation frameworks - Work with traders and developers to take research into production What we look for - A strong quantitative background (mathematics, physics, statistics, computer science or similar), often at MSc or PhD level - Hands-on research experience with Python, and ideally C++ or another compiled language - Experience with time series, statistical modelling or machine learning on noisy data - Curiosity about markets; trading experience is a plus, not a requirement How this works This is an always-open role, not a single vacancy. Register once with your CV and we keep you in mind for the mandates we run with trading firms, market makers, banks, hedge funds and crypto venues in the Netherlands and across Europe. When something fits your experience and what you are looking for, we reach out personally. Your details stay with QuantFlow and are never shared with a firm without your consent.