We are a 2 years old venture studio (with 70 employees) and prop shop running options strategies with our own assets.
We are currently looking for a Quant to join our core team.
You will work on live strategies with real PnL impact, in a small, technical team with high ownership and fast iteration cycles. You will work on a combination of software engineering + quantitative thinking. This is an opportunity to shape both the trading systems and the broader platform.
Tasks
- Design and implement systematic options strategies (from idea to backtest to production)
- Work directly on live trading systems with real capital at risk
- Analyze large-scale market data to identify inefficiencies and new signals
- Improve execution, latency, and robustness of existing strategies
- Own the full lifecycle: research, validation, deployment, monitoring
- Continuously iterate on models, risk management, and portfolio construction
Requirements
- 2-5 years experience in quantitative development or algorithmic trading (options experience is a strong plus)
- Strong programming skills (Python incl. math/stats ecosystem required; C++/Scala is a plus)
- Solid understanding of probability, statistics, and numerical methods
- Experience with backtesting, data pipelines, and performance optimization
- Ability to work independently and drive ideas end-to-end
- Interest in markets and building real trading systems (not just research)
We’re a group of engineers building the company we always wanted to work for:
- Delivering high-end software projects (e.g. DB, Rheinmetall, Miele)
- Building and launching our own products
- Running systematic trading strategies with our own capital
- Focused on speed, ownership, and technical excellence
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