Junior Quantitative Strategist (m/f/x)

Job description

Scalable Capital is a thriving startup in the center of Munich. We have the objective to shake up the traditional financial industry by offering services which have previously only been available to institutions such as banks, pension funds or to the very affluent. Our services are unique and we apply an intelligent and IT-driven approach for investing money. We believe that sophisticated investment management services should be available to everyone. We have assembled an experienced and diverse team in order to challenge the banking industry and their approach of investing client money. Our flat hierarchy and our office in the urban district of Lehel in Munich offer an open and positive working environment within easy reach of the English garden.

 

As a Junior Quantitative Strategist, you will

  • Contribute to the development of new and innovative quantitative investment strategies

  • Develop and maintain forecasting models and benchmark strategies

  • Develop and implement innovative analytics tools (Shiny, Dash, Jupyter notebooks)

  • Code and maintain cutting-edge forecasting algorithms

  • Never implement any of the above tasks in office related software packages

  • Support investment managers, trading and backend IT-implementation

You get what you give!

We offer everything you need to be successful and to live out your passion at work.

You will benefit from the unique startup atmosphere with the spirit to be part of creating an innovative product. As part of our team, you will have a direct influence on the development of the company and you will become part of a young, ambitious, and committed team. Moreover, you will join our after-work events.

 

Requirements

As a Junior Quantitative Strategist, you have 

  • A degree in quantitative discipline (statistics, physics, financial mathematics, computational finance, engineering or a similar field)

  • A strong knowledge in econometrics, statistical sciences and stochastic methods as well as risk theory with an emphasis on portfolio optimization

  • A proven experience in quantitative modeling and data-driven decisions

  • A solid knowledge of software development and software design in Python or Matlab

  • Experience in Relational Databases / SQL

  • Advanced knowledge of version control software

  • Fluent English language skills (written & spoken)

Preferred skills

  • Experience with R Shiny or Python Dash

  • Experience in R, Java or Julia is a plus

  • Proactive and independent workstyle, good time management, fair play

  • Passion for the global financial markets