Skip to content
New Job?Nejo!

Your personal AI career agent

ULUltramarin GmbH

Quantitative Software Engineer(m/w/x)

Berlin
Full-timeInternshipOn-site
AI/ML

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

  • EnglishBusiness 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
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of Ultramarin GmbH and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.

  • BIT Capital

    Senior Data Engineer(m/w/x)

    Full-timeOn-siteSenior
    Berlin
  • BIT Capital

    AI Engineering Intern(m/w/x)

    Full-time/Part-timeInternshipOn-site
    Berlin
  • XITASO GmbH

    Physiker: Mathematiker als Software Engineer(m/w/x)

    Full-time/Part-timeOn-siteJunior
    Augsburg, Berlin, Erlangen, Ingolstadt, Karlsruhe, Krumbach (Schwaben), Leipzig
    from 50,000 - 63,000 / year
  • Trading 212

    Quality Assurance Engineer(m/w/x)

    Full-timeOn-siteSenior
    Berlin
  • Fieldfisher X

    AI Software Engineer(m/w/x)

    Full-timeOn-siteSenior
    Berlin
View all 100+ similar jobs

Nejo is an AI – results may be incomplete or contain mistakes