Quant Developer - Optimization Expert

Summary

Join Scalable Capital, a leading digital investment platform in Europe, as a Quantitative Analyst and contribute to their mission of empowering everyone to shape their financial future. You will be responsible for developing high-impact, high-leverage code that directly impacts billions of euros. This role involves translating real-world problems into convex optimization problems, developing linear and nonlinear programs to optimize cash allocations and trade decisions, and working with a team of software engineers and quant developers to drive transformative changes in the financial industry. You will also be involved in continuous improvement of data pipelines and utilizing cutting-edge technology and modern software development practices. This is an opportunity to make a significant impact in the financial industry while working with a highly motivated team and utilizing your expertise in convex and discrete optimization.

Requirements

• Deep experience with convex and discrete optimization, exposure to libraries like cvxpy, scipy or cvxopt (mandatory requirement)
• Excellent university degree in mathematics, financial mathematics, operations research, or a similar field with a specialisation (e.g. via your thesis) in optimization
• Passion for the global financial markets and for cracking optimization challenges
• Knowledge in econometrics with an emphasis on portfolio optimization and risk modelling
• 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
• Fluent English language skills (written & spoken)
• Proactive and independent working style, good time management, fair play

Responsibilities

• Develop linear and nonlinear programs optimizing cash allocations and trade decisions
• Develop hands-on production-code 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)
• Drive continuous improvements of data pipelines with respect to requirements and platform dependencies
• Never implement any of the above in spreadsheet tools

Preferred Qualifications

Experience with cloud providers like AWS is a plus

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
• Work from our centrally located offices in the heart of Munich or Berlin, nestled in lively neighborhoods filled with vibrant restaurants, cozy cafés, and a wide range of convenient amenities or choose to work remotely within Germany (if eligible for the job)
• 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
• Learn and experience German culture first hand by joining our free German language classes
• International relocation support
• Flexible vacation policy and the opportunity to work from abroad
• Benefit from an attractive compensation package and from the company pension scheme
• Monthly contribution of 25% for the ‘Deutschland Jobticket’
• Say goodbye to order commissions and say hello to your complimentary subscription of Scalable Capital's PRIME+ Broker