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