(Junior) Quant Analyst (m/f/d)

Quantitative Research & Model Development: You develop, test and refine quantitative trading models based on historical and current market data. You analyze market structures, pricing mechanisms and statistical patterns.

Backtesting & Validation: You design and perform back tests, simulations and robustness analyses, evaluate model performance and drawdowns, and manage data-based optimization approaches.

Signal & feature engineering: You work on the development and evaluation of new signals, features and model parameters and check their stability over different market phases.

Model Analysis & Documentation: You analyze existing models critically, identify weaknesses and potential for improvement and document assumptions, results and decision logics.

Collaboration in the team: You work closely with quantum researchers, traders and developers and introduce research results into the further development of our models and systems.

Bridge between Research & Implementation: You accompany models from the research stage to productive use and support the transfer to stable, scalable trading logics.

Completed (specialized) university studies in mathematics, physics, computer science, economic mathematics, engineering, VWL or a comparable quantitative discipline

Strongly pronounced analytical and logical thinking as well as a high affinity for numbers, data and models

Extensive research urge and intrinsic motivation to investigate and truly understand complex issues

High stamina and intellectual resilience in complex, long-term research and analysis processes

You have the research urge to examine models in depth – and at the same time the discipline of discarding approaches without hesitation, if You do not convince statistically, economically or operatively

Ability to critically question hypotheses, to evaluate results objectively and to consistently put effect on elegance

High self-initiative, sense of responsibility and a pronounced ownership minority

Basic understanding of financial markets, market mechanics and capital market products

First experience with quantitative methods, statistical analysis, time series or systematic strategies is a plus

Programming skills (e.g. Python, NumPy, pandas, possibly R or MATLAB) are desirable, but not mandatory – decisive is a sovereign handling of data and numbers

Interest in reproducible research, model erosion, data quality and clean validation processes

Enthusiasm for innovative technologies, small powerful teams and a challenging quantitative environment

Growing, highly specialized quantitative investment team in the heart of Düsseldorf with direct access to decision-makers and experts

Clear structures, short decision paths and noticeable impact of your work on models and strategies

Structured onboarding with close access to models, data, tools and research processes

Performance-oriented remuneration with attractive fixed content and variable component

Steil learning curve through direct exchange with experienced quantum, traders and developers

Deep insights into systematic strategies, backtesting, risk models and execution logics Team culture with high standards, open feedback culture and common growth