Key Skills

Job Description

Omega Capital · Multiple Roles Open · Rotterdam · Cohort I, 2026 Volunteer, student association About us Omega Capital is a Dutch student-founded quantitative finance association and systematic trading group, currently trading on paper while we pursue the license required to manage live capital. We're recruiting our first cohort across five tracks. Open roles Quantitative Researcher Originate trading strategies grounded in academic or proprietary research, author a formal paper for each one, and keep the group current on relevant literature. Work with Developers to get strategies backtested and implemented. Quantitative Developer Turn approved research into production-grade code inside ATLAS, our internal trading system (Python, with performance-critical C++ components). Also maintain the ATLAS engine, the trading dashboard (positions, orders, portfolio, alerts) and supporting tooling. Quantitative Trader Monitor live strategies on ATLAS during market hours, track macro and geopolitical developments that could invalidate a model's assumptions, adjust parameters (stop-loss, sizing, filters) as conditions change, and support portfolio rebalancing. Outreach Own the candidate pipeline end to end (recruitment, interviews, on-boarding) and act as our external face to universities, competitions, and industry partners. A founding role, building the committee from zero. Quantitative Consultant For those who can't commit a committee's standing hours, or aren't sure which track fits yet. Work arrives as discrete, optional requests, no fixed workload, no obligation to accept, indefinite membership. What we look for across every track A skeptical mindset, strong statistical intuition, coding ability in at least one language (Python or C++ preferred), low ego, documentation discipline, and a genuine eagerness to keep improving. Backgrounds vary: econometrics, mathematics, physics, computer science, and more. Process Application form, then interview, then offer. Cohort I closes end of September 2026.

Core Responsibilities

The roles involve developing and implementing quantitative trading strategies, maintaining the internal trading system, and managing candidate recruitment. Team members are expected to monitor live market strategies and ensure rigorous documentation of all research and trading activities.

Requirements

Candidates should possess a skeptical mindset, strong statistical intuition, and proficiency in Python or C++. A background in fields such as econometrics, mathematics, physics, or computer science is preferred.