Full-Time Quant Developer (m/f/x)

In this role, you will be responsible for developing and fully automating 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 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 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, such as the Smart Predict feature (offering 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, 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, and drive the development 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, and 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. Support investment managers, trading, backend, wealth management, and risk teams.

Required Skills and Experience: Excellent university degree in computer science, mathematics, natural sciences, or similar field; knowledge in econometrics, emphasizing portfolio optimization and risk modeling; passion for global financial markets; experience with convex optimization, libraries like cvxpy, scipy, or cvxopt; experience in quantitative modeling and data-driven decisions; exposure and interest in Python, Docker, CI/CD pipelines, Infrastructure as Code (Terraform), SQL, cloud providers like AWS, and relational databases (SQL); fluent English (written & spoken). Proactive, independent, and strong time-management skills; excellent communication skills.

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