(Junior) Quantitative Trader (Market Making) (m/f/x)

Core Requirements

• It is advantageous if you have gained initial internship experience in finance or banking, ideally in investment banking or at a fintech company.
• You demonstrate proficiency in programming languages such as Python, C++, C#, Rust and SQL, and have experience using data analysis tools (such as Streamlit or Google Tesseract/OCR) and libraries (such as Pandas, NumPy, Scipy, Seaborn, scikit-learn).
• Additionally, you have practical experience with version control systems (e.g., Git/GitHub) and modern software engineering practices (CI/CD, Docker).
• It is advantageous if you not only have a strong interest in financial markets, trading, and investment strategies, but also practical experience.
• A solid understanding of market microstructure, limit order books, and trading protocols (such as FIX) is a strong plus.
• University degree, preferably in Finance, Mathematics, Statistics, Computer Science, or related
• Familiarity with time-series databases (e.g., InfluxDB, kdb+/q) and streaming technologies (e.g., Apache Kafka) is highly beneficial
• Proficiency in Microsoft Excel (or Google Sheets)
• Demonstrable interest in financial markets, trading, and investment strategies
• Ability to deliver under pressure with excellent analytical skills in a fast-paced environment
• A collaborative problem-solver with attention to detail, along with strong communication and teamwork skills
• Fluent in English