Trading Researcher

Robeco is seeking a Trading Researcher to join its equity trading desk in Rotterdam. The primary objective of this role is to drive data-driven execution decisions and minimize market impact costs for Robeco's extensive equity investment portfolios. Working closely with traders, brokers, and portfolio managers, the candidate will develop advanced market impact models, design forecasting models for intraday market volume and volatility, and optimize execution strategies. Responsibilities include analyzing execution performance post-trade, using quantitative methods for pre-trade recommendations, and applying stochastic and reinforcement learning methods to guide real-time execution decisions. Additionally, the researcher will develop the necessary data infrastructure to deploy these models. The ideal candidate possesses a Master's or PhD in a quantitative discipline like mathematics, econometrics, or data science. Technically, the role requires strong proficiency in Python and its core data science libraries (pandas, NumPy), with exposure to SQL, PySpark, or compiled languages. Applied quantitative methodologies include statistics, stochastics, reinforcement learning, Bayesian statistics, and mathematical optimization. Experience with version control (Git) and deploying infrastructure on Microsoft Azure is also highly beneficial.