Intro

Spannende Herausforderung
Spannendes Unternehmen

Firmenprofil

Start: ASAP

Project Duration: 3 months (possible extension)

Workload: 5 days/week

Location: Remote (occasional on-site meetings big plus)

Languages: English

Aufgabengebiet

Tasks:

• Design and prototyping of innovative crypto-linked derivatives (incl. pricing and payoff models in Python).
• Validation and stress testing of models under different market scenarios (volatility spikes, sideways markets, knock-out conditions).
• Development of frameworks to calculate and explain funding costs, risk premiums, and hedging efficiency.
• Building backtesting tools for historical and synthetic data.
• Writing technical specifications, model descriptions, and validation reports to ensure transparency, auditability, and regulatory compliance.
• Defining test cases, performing systematic testing, and documenting results to ensure robustness and reproducibility.
• Ensuring compliance with regulatory requirements (e.g., BaFin guidelines for retail products).
• Supporting integration with trading, product, and development teams.
• Research & innovation: transferring best practices from traditional structured products into the crypto context.

Anforderungsprofil

Requirements:

• Strong expertise in derivatives & financial engineering (e.g., knock-outs, mini futures, barrier options, structured indices, tokenized notes).
• Hands-on experience with Python for modelling, simulation, and backtesting.
• Additional experience with Go for performance-critical implementations and integration with existing infrastructure.
• Knowledge in risk management, funding cost analysis, and regulatory frameworks.
• Understanding of the end-to-end lifecycle of structured products (issuance, trading, knock-out events, settlement, risk monitoring).
• Proven ability in specification, documentation, and testing (audit- and compliance-ready).
• Fluent in German and English.

Vergütungspaket

Does this project sound interesting to you?

I look forward to your feedback with the following details:

• Your current project availability (earliest possible start)
• Your maximum workload/week in total
• Can you provide this workload on a regular basis?
• Your hourly rate (On-site / Remote)
• Your current CV/profile
• A short statement on your suitability (please address the points mentioned above)

Best regards

Kontakt

Kai Gehrmann

Referenznummer

JN-102025-6848359

Beraterkontakt

+49211863249094