In this role you will be responsible for developing and fully automating the trading algorithms, encompassing risk, cost, and tax optimization in cost-effective burst computations with the capacity to handle 1mn trades in 10 minutes for less than €10. You will productionize algorithmic models that autonomously react to client requests and market movements across multiple tax regimes. This involves customizing smart rebalancing, cash-flow management strategies, inventory adjustments, all of this carried out on a cutting edge stack.
You will also work on our newly launched European Investor Exchange (EIX). Our team is dedicated to sharpening our hedging strategies to enhance our market-making, driving efficiency and precision in every trade and measuring market risks to meet regulatory requirements.
The Quant Development team leverages its knowledge to bring unique insights to clients that are otherwise reserved for institutional investors. For example, the Smart Predict feature offers clients an execution probability for limit and stop orders, generated by a sophisticated machine learning model.
- Develop hands-on in Python alongside a highly motivated team of software engineers and quant developers, driving transformative changes in the financial industry
- Get to work on cutting edge technology and be part of modern software development practices (e.g. agile and self-sufficient teams, continuous integration and deployment, test automation, cloud-based infrastructure and tooling)
- Manage the development of high-performance risk management tools serving regulatory purposes, extract knowledge from vast amounts of market data
- Drive the developtment of the next generation retail exchange
- Create wealth management and brokerage services for everybody
- Architect and deploy interfaces connecting the Scalable Capital Robo with key internal services to establish seamless connectivity with the external world
- Contribute and develop data-driven ideas aimed at generating business value
- Drive continuous improvements of data pipelines with respect to requirements and platform dependencies
- Fully automate trading algorithms driven by pure quantitative evidence that autonomously manage billions in assets
- Bridge the worlds of engineering and science by productionizing econometric models that react to market movements and client requests in hundreds of thousands of individual portfolios
- Never implement any of the above in spreadsheet tools
- Support investment managers, trading, backend, wealth management, risk
- Excellent university degree in computer science, mathematics, natural sciences, or a similar field
- Knowledge in econometrics with an emphasis on portfolio optimization and risk modelling
- Passion for the global financial markets
- Experience with convex optimization, exposure to libraries like cvxpy, scipy or cvxopt
- Experience in quantitative modeling and data-driven decisions
- Exposure and interest in our tech stack: Python, Docker, CI/CD pipelines, Infrastructure as Code (Terraform), SQL
- Experience with cloud providers like AWS
- Knowledge of software development and software design in Python
- Excellent communication skills that are clear, concise, and targeted towards your audience - engineering, product, or other stakeholders
- Knowledge of relational databases / SQL
- Fluent English language skills (written & spoken)
- Proactive and independent working style, good time management, fair play
We would be happy if you write to us in the "message to the Hiring Manager" section about what excites you about the role and why you think you would be a great fit! Applications without such motivation will not be considered.
- Be part of one of the fastest-growing and most visible Fintech startups in Europe, creating innovative services that have a substantial impact on the lives of our customers
- Work with an international, diverse, inclusive, and ever-growing team that loves creating the best products for our clients
- Enjoy an office in a great location in the middle of Munich, Berlin or Vienna, or choose to work remotely within Germany or Austria (if eligible for the job)
- Flexible vacation policy and the opportunity to work from abroad
- Be productive with the latest hardware and tools
- Learn and grow by joining our in-house knowledge sharing sessions and spending your individual Education Budget
