Your personal AI career agent
Quantitative Software Engineer(m/w/x)
Portfolio construction on quantitative investment platform using constrained optimization. Strong Python, linear algebra, and applied statistics skills required. Modern loft office, healthy food options, high-end Apple hardware.
Requirements
- Degree in technical field (Mathematics, Physics, Computer Science, Financial Engineering, Statistics)
- Strong Python programming skills
- Foundations in linear algebra, applied statistics, mathematical optimization
- Understanding of factor models, covariance estimation, constrained optimization
- Collaborative Python development experience
- Proficiency with Git version control
- Proficiency with Zsh/Bash shell scripting
- Experience with continuous integration (e.g., GitHub)
- Ability to write maintainable, well-tested code
- Proficiency with Pydantic and Pytest
- Familiarity with portfolio theory
- Interest in transaction cost modeling
- Interest in tax-aware investing
- Interest in feasibility analysis
- Prior experience with portfolio optimization (plus)
- Prior experience with analytics using global factor models (plus)
- Familiarity with Axioma, MSCI Barra (plus)
- Keen interest in financial markets
- Keen interest in quantitative investment process
- Team-oriented mindset
- Preference for in-office collaboration
Tasks
- Collaborate with quantitative researchers, machine learning experts, and software engineers
- Advance the quantitative investment platform through portfolio construction
- Work with constrained optimization, global fundamental risk models, and transaction cost modeling
- Extend and improve software systems for constrained portfolio optimization
- Design and implement new constraints and strategy configurations
- Develop constraint relaxation policies
- Contribute to the production rebalancing pipeline
- Handle portfolio state ingestion and corporate actions
- Diagnose and resolve infeasibility issues
- Investigate discrepancies between live portfolio behavior and backtested expectations
- Resolve data inconsistencies in optimization inputs
- Ensure the integrity of market data, asset mappings, and security classifications
- Develop and refine transaction cost and tax models
- Monitor and improve transfer coefficient and risk model bias
- Maximize signal expression and ensure well-calibrated risk forecasts
- Extend performance attribution and risk decomposition tools
- Research and implement novel strategy configurations
- Develop adaptive rebalancing frameworks
- Optimize code for performance and scalability
- Parallelize code for high-performance backtesting
- Write clean, modular, and maintainable code
- Follow best practices in software development
- Refactor existing code to reduce complexity and improve readability
- Ensure code consistency for easier maintenance and scalability
- Explain complex ideas clearly to non-technical stakeholders
Education
- Bachelor's degree
Languages
- English – Business Fluent
Tools & Technologies
- Python
- Git
- Zsh
- Bash
- GitHub
- Pydantic
- Pytest
- Axioma
- MSCI Barra
Benefits
Modern Office
- Modern loft office
Free or Subsidized Food
- Healthy food options
Modern Equipment
- High-end Apple hardware
Learning & Development
- Internal workshops
- Unique learning opportunities
Team Events
- Fantastic team events
Healthcare & Fitness
- Urban Sports Club
Corporate Discounts
- Corporate benefits
Not a perfect match?
- BIT CapitalFull-timeOn-siteSeniorBerlin
- BIT Capital
AI Engineering Intern(m/w/x)
Full-time/Part-timeInternshipOn-siteBerlin - XITASO GmbH
Physiker: Mathematiker als Software Engineer(m/w/x)
Full-time/Part-timeOn-siteJuniorAugsburg, Berlin, Erlangen, Ingolstadt, Karlsruhe, Krumbach (Schwaben), Leipzigfrom 50,000 - 63,000 / year - Trading 212
Quality Assurance Engineer(m/w/x)
Full-timeOn-siteSeniorBerlin - Fieldfisher X
AI Software Engineer(m/w/x)
Full-timeOn-siteSeniorBerlin
Quantitative Software Engineer(m/w/x)
Portfolio construction on quantitative investment platform using constrained optimization. Strong Python, linear algebra, and applied statistics skills required. Modern loft office, healthy food options, high-end Apple hardware.
Requirements
- Degree in technical field (Mathematics, Physics, Computer Science, Financial Engineering, Statistics)
- Strong Python programming skills
- Foundations in linear algebra, applied statistics, mathematical optimization
- Understanding of factor models, covariance estimation, constrained optimization
- Collaborative Python development experience
- Proficiency with Git version control
- Proficiency with Zsh/Bash shell scripting
- Experience with continuous integration (e.g., GitHub)
- Ability to write maintainable, well-tested code
- Proficiency with Pydantic and Pytest
- Familiarity with portfolio theory
- Interest in transaction cost modeling
- Interest in tax-aware investing
- Interest in feasibility analysis
- Prior experience with portfolio optimization (plus)
- Prior experience with analytics using global factor models (plus)
- Familiarity with Axioma, MSCI Barra (plus)
- Keen interest in financial markets
- Keen interest in quantitative investment process
- Team-oriented mindset
- Preference for in-office collaboration
Tasks
- Collaborate with quantitative researchers, machine learning experts, and software engineers
- Advance the quantitative investment platform through portfolio construction
- Work with constrained optimization, global fundamental risk models, and transaction cost modeling
- Extend and improve software systems for constrained portfolio optimization
- Design and implement new constraints and strategy configurations
- Develop constraint relaxation policies
- Contribute to the production rebalancing pipeline
- Handle portfolio state ingestion and corporate actions
- Diagnose and resolve infeasibility issues
- Investigate discrepancies between live portfolio behavior and backtested expectations
- Resolve data inconsistencies in optimization inputs
- Ensure the integrity of market data, asset mappings, and security classifications
- Develop and refine transaction cost and tax models
- Monitor and improve transfer coefficient and risk model bias
- Maximize signal expression and ensure well-calibrated risk forecasts
- Extend performance attribution and risk decomposition tools
- Research and implement novel strategy configurations
- Develop adaptive rebalancing frameworks
- Optimize code for performance and scalability
- Parallelize code for high-performance backtesting
- Write clean, modular, and maintainable code
- Follow best practices in software development
- Refactor existing code to reduce complexity and improve readability
- Ensure code consistency for easier maintenance and scalability
- Explain complex ideas clearly to non-technical stakeholders
Education
- Bachelor's degree
Languages
- English – Business Fluent
Tools & Technologies
- Python
- Git
- Zsh
- Bash
- GitHub
- Pydantic
- Pytest
- Axioma
- MSCI Barra
Benefits
Modern Office
- Modern loft office
Free or Subsidized Food
- Healthy food options
Modern Equipment
- High-end Apple hardware
Learning & Development
- Internal workshops
- Unique learning opportunities
Team Events
- Fantastic team events
Healthcare & Fitness
- Urban Sports Club
Corporate Discounts
- Corporate benefits
About the Company
Ultramarin GmbH
Industry
FinancialServices
Description
The company provides AI-based investment solutions, leveraging machine learning for sustainable investments in capital markets.
Not a perfect match?
- BIT Capital
Senior Data Engineer(m/w/x)
Full-timeOn-siteSeniorBerlin - BIT Capital
AI Engineering Intern(m/w/x)
Full-time/Part-timeInternshipOn-siteBerlin - XITASO GmbH
Physiker: Mathematiker als Software Engineer(m/w/x)
Full-time/Part-timeOn-siteJuniorAugsburg, Berlin, Erlangen, Ingolstadt, Karlsruhe, Krumbach (Schwaben), Leipzigfrom 50,000 - 63,000 / year - Trading 212
Quality Assurance Engineer(m/w/x)
Full-timeOn-siteSeniorBerlin - Fieldfisher X
AI Software Engineer(m/w/x)
Full-timeOn-siteSeniorBerlin