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.

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.

• 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.
  

Background and experience required

• Degree in Engineering, Physics, Applied Mathematics, Computer Science, or a related quantitative field.
• Minimum of 5 years of experience in quantitative research, applied machine learning, or data science (finance experience is a plus, but not required).
• Strong quantitative and statistical ability to identify, test, and refine signals, and to design predictive models.
• Proven ability to write robust, production-grade Python code.
• Strong foundation in statistics, probability, and optimization.
• Comfort with Linux, Git, and collaborative software development practices.
• Ownership mentality — you want to see your work make an impact and are accountable for results.
• Collaborative, collegial approach; you value working with peers to solve problems.
• Determination to tackle hard problems and persistence to iterate until you find solutions.
• Hunger to succeed in the markets and to grow into running strategies independently.
  

Nice to Have

• Experience with C++ or Rust.
• Background in high-frequency or tick-level market data.
• Open-source contributions, Kaggle/competition track record, or published research.

• International environment (English is the main language)
• 100% health coverage
• Team events and offsites

Are you interested in this job but feel you haven't ticked all the boxes? Don't hesitate to apply and tell us in the cover letter section why we should meet

Here's what you can expect if you apply

On the agenda, discussions rather than trick questions! These moments of exchange will allow you to understand how Flowdesk works and its values. But they are also (and above all) an opportunity for you to present your career path and your expectations for your next job.