TradFi Research Lead
⚲ Netherlands / Montreal
About the Role
What You'll Do
Strategy Research & Portfolio Development
Lead research and development of systematic mid-frequency trading strategies across traditional financial markets (equities, futures, ETFs, options and FX).
Generate, prioritize and validate new alpha ideas using statistical, machine learning and market microstructure techniques.
Design predictive signals, portfolio construction models and execution logic.
Improve existing strategies through continuous research and live performance analysis.
Optimize strategy capacity, turnover, transaction costs and risk-adjusted returns.
Evaluate new datasets and alternative data sources.
Portfolio Construction & Risk
Develop portfolio optimization and capital allocation frameworks.
Design robust risk models and exposure controls.
Analyze factor exposures, drawdowns, turnover and capacity.
Improve execution quality through transaction cost analysis, slippage modeling and market impact estimation.
Build monitoring metrics for production strategies.
Research Leadership
Lead and mentor researchers.
Establish research standards, validation procedures and experiment methodology.
Review research proposals and challenge assumptions.
Build a high-performance research culture focused on scientific rigor.
Participate in hiring and interviewing researchers.
Production & Collaboration
Partner closely with software engineers to deploy research into production.
Define requirements for research infrastructure, data pipelines and simulation frameworks.
Improve backtesting methodology and ensure realistic simulation of trading costs and exchange behavior.
Monitor live strategies and drive continuous improvements.
Contribute to long-term research roadmap and technology strategy.
About the Team
We are building a large, proprietary hedge fund where technology is the core advantage. The goal is to remove legacy constraints and rethink financial market forecasting using modern systems, new hardware paradigms, and frontier AI. The fund operates tightly with an internal AI Research Lab; together we design and own the full stack: from research ideas to production trading systems.
You might thrive in this role if you have
Required
5+ years of experience in quantitative research for systematic trading.
Proven track record of developing profitable mid-frequency trading strategies from idea to production.
Experience with traditional financial markets such as equities, futures, options or FX.
Strong understanding of:
market microstructure
statistical modeling
time-series analysis
portfolio optimization
execution algorithms
transaction cost modeling
Excellent Python programming skills.
Experience working with large market datasets.
Strong mathematical background in probability, statistics and optimization.
Experience mentoring researchers or leading research projects.
Nice to Have
C++ experience.
Machine learning applied to alpha generation.
Alternative data research.
Reinforcement learning.
GPU computing.
Experience building research platforms or backtesting infrastructure.
Experience managing production systematic portfolios.
TradFi Research Lead
⚲ Netherlands / Montreal
About the Role
What You'll Do
Strategy Research & Portfolio Development
Lead research and development of systematic mid-frequency trading strategies across traditional financial markets (equities, futures, ETFs, options and FX).
Generate, prioritize and validate new alpha ideas using statistical, machine learning and market microstructure techniques.
Design predictive signals, portfolio construction models and execution logic.
Improve existing strategies through continuous research and live performance analysis.
Optimize strategy capacity, turnover, transaction costs and risk-adjusted returns.
Evaluate new datasets and alternative data sources.
Portfolio Construction & Risk
Develop portfolio optimization and capital allocation frameworks.
Design robust risk models and exposure controls.
Analyze factor exposures, drawdowns, turnover and capacity.
Improve execution quality through transaction cost analysis, slippage modeling and market impact estimation.
Build monitoring metrics for production strategies.
Research Leadership
Lead and mentor researchers.
Establish research standards, validation procedures and experiment methodology.
Review research proposals and challenge assumptions.
Build a high-performance research culture focused on scientific rigor.
Participate in hiring and interviewing researchers.
Production & Collaboration
Partner closely with software engineers to deploy research into production.
Define requirements for research infrastructure, data pipelines and simulation frameworks.
Improve backtesting methodology and ensure realistic simulation of trading costs and exchange behavior.
Monitor live strategies and drive continuous improvements.
Contribute to long-term research roadmap and technology strategy.
About the Team
We are building a large, proprietary hedge fund where technology is the core advantage. The goal is to remove legacy constraints and rethink financial market forecasting using modern systems, new hardware paradigms, and frontier AI. The fund operates tightly with an internal AI Research Lab; together we design and own the full stack: from research ideas to production trading systems.
You might thrive in this role if you have
Required
5+ years of experience in quantitative research for systematic trading.
Proven track record of developing profitable mid-frequency trading strategies from idea to production.
Experience with traditional financial markets such as equities, futures, options or FX.
Strong understanding of:
market microstructure
statistical modeling
time-series analysis
portfolio optimization
execution algorithms
transaction cost modeling
Excellent Python programming skills.
Experience working with large market datasets.
Strong mathematical background in probability, statistics and optimization.
Experience mentoring researchers or leading research projects.
Nice to Have
C++ experience.
Machine learning applied to alpha generation.
Alternative data research.
Reinforcement learning.
GPU computing.
Experience building research platforms or backtesting infrastructure.
Experience managing production systematic portfolios.
TradFi Research Lead
⚲ Netherlands / Montreal
About the Role
What You'll Do
Strategy Research & Portfolio Development
Lead research and development of systematic mid-frequency trading strategies across traditional financial markets (equities, futures, ETFs, options and FX).
Generate, prioritize and validate new alpha ideas using statistical, machine learning and market microstructure techniques.
Design predictive signals, portfolio construction models and execution logic.
Improve existing strategies through continuous research and live performance analysis.
Optimize strategy capacity, turnover, transaction costs and risk-adjusted returns.
Evaluate new datasets and alternative data sources.
Portfolio Construction & Risk
Develop portfolio optimization and capital allocation frameworks.
Design robust risk models and exposure controls.
Analyze factor exposures, drawdowns, turnover and capacity.
Improve execution quality through transaction cost analysis, slippage modeling and market impact estimation.
Build monitoring metrics for production strategies.
Research Leadership
Lead and mentor researchers.
Establish research standards, validation procedures and experiment methodology.
Review research proposals and challenge assumptions.
Build a high-performance research culture focused on scientific rigor.
Participate in hiring and interviewing researchers.
Production & Collaboration
Partner closely with software engineers to deploy research into production.
Define requirements for research infrastructure, data pipelines and simulation frameworks.
Improve backtesting methodology and ensure realistic simulation of trading costs and exchange behavior.
Monitor live strategies and drive continuous improvements.
Contribute to long-term research roadmap and technology strategy.
About the Team
We are building a large, proprietary hedge fund where technology is the core advantage. The goal is to remove legacy constraints and rethink financial market forecasting using modern systems, new hardware paradigms, and frontier AI. The fund operates tightly with an internal AI Research Lab; together we design and own the full stack: from research ideas to production trading systems.
You might thrive in this role if you have
Required
5+ years of experience in quantitative research for systematic trading.
Proven track record of developing profitable mid-frequency trading strategies from idea to production.
Experience with traditional financial markets such as equities, futures, options or FX.
Strong understanding of:
market microstructure
statistical modeling
time-series analysis
portfolio optimization
execution algorithms
transaction cost modeling
Excellent Python programming skills.
Experience working with large market datasets.
Strong mathematical background in probability, statistics and optimization.
Experience mentoring researchers or leading research projects.
Nice to Have
C++ experience.
Machine learning applied to alpha generation.
Alternative data research.
Reinforcement learning.
GPU computing.
Experience building research platforms or backtesting infrastructure.
Experience managing production systematic portfolios.
