Senior Quant Researcher - Equities / Futures (London, Amsterdam or Chicago)

Job Description:A prominent prop-trading house is seeking a Senior Quantitative Researcher with 5+ years of experience with intra-day strategies in equities or futures. The company’s business is blended between HFT and MFT, with a collaborative culture and outstandingly talented researchers – full of former Math & Informatics Olympiad prize-winners, ICPC winners, and Kaggle grandmasters.The main requirement is a strong track record of running fully automated intra-day systematic strategies. A background in ML/DL Research with cross-sectional or large unstructured datasets would be a strong advantage, as the firm operates as a central research platform that provides signals to different asset classes. You will work closely with a collaborative team of quant researchers and ML/AI scientists to develop cutting-edge intra-day trading strategies for equities, options, and crypto markets. Requirements:BSc/MSc/PhD in computer science, electrical engineering, or a related field. Python experience is required, and daily use is preferred. C++ is a strong plus. 5+ years' experience in the buy-side firm (hedge funds, prop trading funds, market makers) or Scientific AI Research Departments from the Big Tech.Strong plus – Participation in Kaggle competitions, scientific research, and publications in prominent journals and conferences, such as ICML, ICLR, etc.Track Record of full-cycle quantitative research - alpha research, portfolio optimisation, monetisation & live-trading.