- QLIQ B.V.
- Fulltime job
- Den Haag
- Branche / Vakgebied
- Data Science, Trading
- Vereiste taal
- Engels, Nederlands
Are you ready for the next challenge in your career in the field of Quantitative Research? Do you have a passion for the financial markets? Are you inquisitive, proactive and have a can do mentality? Do you want your work to have an immediate impact?
QLIQ is ramping up its trading activities and, as a Quantitative Researcher, you will work closely with dedicated professionals. The ideal candidate enjoys working in a collaborative environment and is ready for a new and exciting challenge.
● Research, backtest and implement trading strategies
● Research of potential trading opportunities
● Analyzing large data sets
● Manage data set quality
● Present results in a clear, concise manner
Required Experience and Skills:
● An academic degree in Econometrics, Physics, Math, Computer Science or equivalent
● Interest in the financial markets is a must, a great understanding of options is preferred
● 3 or more years of experience in a similar role
● Previous experience using Python, MATLAB, and/or R for data analysis
● Some experience with SQL or other database management languages desired
● Great communication skills and a creative mind
● An entrepreneurial mindset who can work independently
What you’ll get:
● A competitive salary with a performance related bonus
● A fast growing company with short communication lines
● Casual dress environment
Who we are:
QLIQ is part of Qmulus, an Investment Management Company operating under a single-family office. With 24 employees, we are focused in three areas:
● Private Equity: Qmulus Invest provides growth capital to successful and innovative Dutch companies in achieving their goals.
● Real estate: Qmulus Vastgoed invests in a real estate portfolio with a mix of commercial and residential property.
● QLIQ: a growing business that is focused on trading shares and listed options.
To apply, please submit your resume and cover letter to: firstname.lastname@example.org.