Quant Developer

Summary

Join Scalable Capital, a leading European digital investment platform, as a Quant Developer. You will play a crucial role in developing and automating trading algorithms, optimizing for risk, cost, and tax efficiency. This involves creating high-performance risk management tools, building interfaces connecting internal and external services, and contributing data-driven ideas to enhance business value. You will work with cutting-edge technology and collaborate with a highly motivated team. The role requires expertise in Python, econometrics, and quantitative modeling, along with excellent communication skills. Scalable Capital offers a dynamic work environment, flexible work arrangements, and opportunities for professional development.

Requirements

• 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
• 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

Responsibilities

• Develop and fully automate 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
• Upgrade our technology for capital taxation and addressing regulatory demands associated with market risk
• Productionize algorithmic models that autonomously react to client requests and market movements across multiple tax regimes
• Customize smart rebalancing, cash-flow management strategies, inventory adjustments, all of this carried out on a cutting edge stack with the capacity to handle hundreds of thousands of individual trading decisions in minutes
• Develop hands-on in Python alongside a highly motivated team of software engineers and quant developers, driving transformative changes in the financial industry
• Manage the development of high-performance risk management tools serving regulatory purposes, near-real-time interactive dashboards and alerting systems overlooking the risk exposure in tens of thousands of positions
• Create the next generation 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

Preferred Qualifications

• Exposure and interest in our tech stack: Python, Docker, CI/CD pipelines, Infrastructure as Code (Terraform), SQL
• Experience with cloud providers like AWS

Benefits

• 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