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

About the Role

As a (Junior) Quant Analyst, you will work on the development and validation of quantitative trading models. You will analyze data, test hypotheses, and guide models from research through to productive implementation – with direct impact on the robustness, performance, and scalability of our strategies.

Location: Düsseldorf (HQ Office)

Type: Full-time

Responsibilities

• Quantitative Research & Model Development: Develop, test, and refine quantitative trading models based on historical and current market data. Analyze market structures, pricing mechanisms, and statistical patterns.
• Backtesting & Validation: Design and conduct backtests, simulations, and robustness analyses. Evaluate model performance and drawdowns, and derive data-driven optimization approaches.
• Signal & Feature Engineering: Work on the development and evaluation of new signals, features, and model parameters. Test their stability across different market phases.
• Model Analysis & Documentation: Critically analyze existing models, identify weaknesses and improvement potential, and document assumptions, results, and decision logic in a comprehensible manner.
• Team Collaboration: Work closely with quant researchers, traders, and developers. Bring research results in a structured way to the further development of our models and systems.
• Bridge Between Research & Implementation: Guide models from the research stage to productive use and support their transformation into stable, scalable trading logic.

Requirements

• Completed university degree (or equivalent) in Mathematics, Physics, Computer Science, Business Mathematics, Engineering, Economics, or a comparable quantitative field
• Strong analytical and logical thinking with high affinity for numbers, data, and models
• Pronounced research drive and intrinsic motivation to investigate complex questions deeply and truly understand them
• High stamina and intellectual resilience for complex, lengthy research and analysis processes
• Research drive to investigate models thoroughly, combined with the discipline to discard approaches without hesitation if they are not convincing statistically, economically, or operationally
• Ability to critically question hypotheses, objectively evaluate results, and prioritize impact over elegance
• High personal initiative, sense of responsibility, and pronounced ownership mindset
• 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, or possibly R or MATLAB) are desirable but not mandatory – what matters is confident handling of data and numbers
• Interest in reproducible research, model robustness, data quality, and clean validation processes
• Enthusiasm for innovative technologies, small high-performing teams, and a demanding quantitative environment

Benefits

• Growing, highly specialized quantitative investment team in the heart of Düsseldorf with direct access to decision-makers and experts
• Clear structures, short decision-making paths, and tangible impact of your work on models and strategies
• Structured onboarding with close access to models, data, tools, and research processes
• Performance-based compensation with attractive fixed salary and variable component
• Steep learning curve through direct exchange with experienced quants, traders, and developers
• Deep insights into systematic strategies, backtesting, risk models, and execution logic
• Team culture with high standards, open feedback culture, and shared growth