Quantitative Developer - Algorithmic Options Trading
CuteMarkets
engineering
full-time
mid
Munich
Posted 18 hours ago
RemoteSoftware Developmentprofessional / experienced
About the Role
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) Were 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 Find more English Speaking Jobs in Germany on Arbeitnow
How to Apply
Apply directly through the original job page using the link below.