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