Job

MFT TradFi Research Lead

Актуальные вакансии IT-Research

About the Company:

We’re partnering with a technology-first hedge fund where technology is the core of the business.
The company’s key assets include:
• Trading infrastructure for both crypto and traditional markets
• AI models and research pipelinesused directly in trading decision-making
• Next-generation computing systems, including experiments with novel hardware and performance-critical software
The fund builds trading systems at the intersection of financial markets, AI, and frontier technologies. It operates its own AI research lab, has stable long-term funding, and access to experimental hardware.
Unlike traditional hedge funds, researchers have direct influence on both research methodology and production systems.

What you’ll do:

Strategy Research & Portfolio Development:

  • Lead research and development of systematic mid-frequency strategies across equities, futures, ETFs, options, and FX, taking alpha ideas from generation and validation through to design of predictive signals, portfolio construction models, and execution logic;
  • Improve existing strategies through live performance analysis, optimizing capacity, turnover, transaction costs, and risk-adjusted returns, and evaluate new and alternative datasets.

Portfolio Construction & Risk:

  • Build portfolio optimization and capital allocation frameworks, robust risk models, and exposure controls, analyzing factor exposures, drawdowns, turnover, and capacity;
  • Improve execution quality through transaction cost analysis, slippage and market impact modeling, and build monitoring metrics for production strategies.

Research Leadership:

  • Lead and mentor researchers, participate in hiring, and build a high-performance culture grounded in scientific rigor;
  • Establish research standards, validation procedures, and experiment methodology, reviewing proposals and challenging assumptions.

Production & Collaboration:

  • Partner with engineers to deploy research into production, defining requirements for infrastructure, data pipelines, and simulation frameworks, and improve backtesting so trading costs and exchange behavior are realistic;
  • Monitor live strategies, drive continuous improvements, and contribute to the long-term research and technology roadmap.

You would be a great fit if you have:

  • 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;
  • Great 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;
  • Mathematical background in probability, statistics and optimization;
  • Experience mentoring researchers or leading research projects.

Candidates may also have experience with:

  • C++ engineering;
  • 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.

Location & Format:

  • Hybrid work format in Amsterdam;
  • Full relocation support is provided.

What makes this opportunity different:

  • Work at the intersection of trading, AI, and frontier technologies;
  • Opportunity to build systems from scratch;
  • Access to an in-house AI research lab;
  • Use of modern and experimental hardware.
Send your CV on Telegram @dariiyah