Our client is a high-growth quantitative investment fund headquartered in Milan, backed by experienced portfolio managers and technologists, and now entering an exciting scale-up phase. We are retained to identify a hybrid Quantitative Developer / Quantitative Researcher to play a core role in the design, research, and deployment of intraday equity strategies.
This is a front-office, impact-driven role offering direct exposure to live trading, rapid iteration cycles, and meaningful ownership over strategy and execution.
The Role
You will sit at the intersection of research and production, working closely with PMs to:
Research, prototype, and improve intraday equity trading strategies
Design, build, and optimise execution algorithms
Translate research ideas into robust, low-latency production code
Analyse microstructure effects, transaction costs, and intraday alpha decay
Continuously refine models using live trading feedback
Required Experience
We are specifically looking for candidates with hands-on, real-world experience in:
Building execution algorithms (VWAP, POV, adaptive / custom logic, etc.)
Intraday equities trading (alpha generation, execution, or both)
Working with high-frequency or intraday market data
Writing production-quality code in Python and/or C++
Bridging the gap between quantitative research and live trading systems
PhD, MSc or BSc in mathematical or computer science/technical discipline from a good university
Nice to Have
Experience in a start-up or small quant team
Familiarity with market microstructure and transaction cost analysis
Exposure to equities across European or US markets
Strong intuition for both research rigor and engineering pragmatism
Why This Opportunity
True hybrid role: equal emphasis on research and engineering
Direct impact on PnL from day one
Flat structure, fast decision-making, and high autonomy
Competitive compensation with performance-linked upside
Hybrid working model based in Milan