Quantitative Researcher EMEA (F/M/D)

Flowdesk's mission is to build a global financial institution for digital assets, one designed from the ground up for market integrity and efficiency.

To achieve this in a rapidly evolving market, we apply a disciplined, first-principles approach to everything we do. This approach is embedded in our core services, from institutional liquidity provision, trading solutions, OTC execution to our comprehensive treasury management offerings. This is how we cut through the noise and build robust and scalable systems across all our business lines.

We seek individuals who are driven by this systematic approach. Joining Flowdesk means you will be a key contributor in building and scaling a more transparent and efficient financial markets infrastructure.

Our High-Frequency Trading (HFT) team is focused specifically on quantitative, model-driven strategies. This group develops short-term signals, simulations, and strategies designed to compete in highly competitive electronic markets.

The Role

As a Quantitative Researcher in the HFT team, you will take on significant responsibility for analyzing market data, building models, and prototyping strategies. You’ll collaborate closely with senior researchers and engineers to scale your research into production and will gain increasing ownership of live strategies over time, with the possibility of running your own trading book.

What You’ll Do

• Work with large-scale, high-frequency datasets to identify market microstructure patterns.
• Design and backtest short-term predictive signals.
• Develop research pipelines and tools to improve efficiency and reliability of strategy testing.
• Partner with engineers to ensure research translates into robust trading systems.
• Iteratively improve models through experimentation, analysis, and deployment feedback.