Quantitative Researcher – HFT Crypto Trading - Amsterdam - 100-120K + OTE

Our client is a rapidly scaling algorithmic trading firm developing some of the most advanced high-frequency trading systems in the cryptocurrency markets. Their teams build ultra-low-latency, fully automated trading platforms that combine cutting-edge strategies with robust execution infrastructure. This is a rare opportunity to shape the next generation of Digital Assets market-making and HFT frameworks, contributing directly to both strategy innovation and technical scalability. What will you do? As a Quantitative Researcher, you’ll be a key member of a high-performance team driving alpha generation and execution optimization across digital assets spot and derivatives markets. You’ll collaborate closely with engineers and traders to design, test, and deploy HFT and market-making algorithms that operate at scale and with precision. Core Responsibilities:Research, design, and implement quantitative models and algorithms for market making, statistical arbitrage, and high-frequency trading in digital asset markets.Develop predictive, order-book–based features and execution models for optimal quoting, hedging, and inventory management.Collaborate with traders and engineers to enhance latency-sensitive trading infrastructure, signal processing, and real-time risk controls.Perform alpha research, market microstructure analysis, and post-trade analytics to continuously refine model performance and execution quality.Conduct PnL decomposition, slippage attribution, and market impact analysis to identify areas for improvement in trade execution and liquidity provisioning.Contribute to strategy capacity and profitability optimization, leveraging data-driven insights from large-scale crypto trade datasets. What do you bring? Advanced degree (MSc/PhD) in Mathematics, Physics, Computer Science, Engineering, or Quantitative Finance from a QS Top 200 university.Proven experience in high-frequency trading, market making, or execution research — ideally in crypto or digital assets.Deep understanding of digital assets market microstructure, including exchange APIs, order types, liquidity dynamics, and latency optimization.Strong track record in designing and testing alpha models, execution algorithms, and order book–based predictive signals.Expertise in Python, C++, or Rust; strong knowledge of SQL and experience with large-scale, real-time datasets.Familiarity with position management, trade cost modeling, and risk-adjusted performance optimization.Scientific mindset with a rigorous approach to experimentation, validation, and performance profiling.Strong ownership mentality and ability to thrive in a fast-paced, meritocratic research environment.Extra credit for: successful HFT/market-making strategy deployment, Kaggle rankings, open-source contributions, or academic publications. What is in it for you? Join a team at the cutting edge of crypto HFT and liquidity provision, operating in a highly autonomous environment with direct impact on PnL. Expect a competitive base salary, an exceptional performance-based bonus structure, and the chance to build systems that define the future of automated trading in digital assets