Current Open Positions

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 to production implementation – directly impacting the robustness, performance, and scalability of our strategies.

Location: Krefeld/Hybrid

Workload: Full-time

Your responsibilities:

Quantitative Research & Model Development: You will develop, test, and refine quantitative trading models based on historical and current market data. This includes analyzing market structures, pricing mechanisms, and statistical patterns.

Backtesting & Validation: You will design and conduct backtests, simulations, and robustness analyses, evaluate model performance and drawdowns, and derive data-driven optimization approaches.

Signal & Feature Engineering: You will work on developing and evaluating new signals, features, and model parameters, and test their stability across different market phases.

Model Analysis & Documentation: You critically analyze existing models, identify weaknesses and areas for improvement, and document assumptions, results, and decision logic in a transparent and comprehensible manner.

Team Collaboration: You work closely with quantitative researchers, traders, and developers, and contribute research findings to the further development of our models and systems in a structured way.

Bridging the Gap Between Research & Implementation: You guide models from the research stage to productive use and support their transition into stable, scalable trading logic.

Your Profile:

• Completed university degree (or equivalent) in mathematics, physics, computer science, business mathematics, engineering, economics, or a comparable quantitative field
• Strong analytical and logical thinking skills, as well as a high affinity for numbers, data, and models
• Strong research drive and intrinsic motivation to thoroughly investigate and truly understand complex issues
• High stamina and intellectual resilience during complex, lengthy research and analysis processes
• You possess the research drive to thoroughly examine models – and at the same time the discipline to discard approaches without hesitation if they are not statistically, economically, or operationally convincing
• Ability to critically question hypotheses, objectively evaluate results, and consistently prioritize impact over elegance
• High level of initiative, a strong sense of responsibility, and a pronounced ownership mindset
• Basic understanding of financial markets, market mechanics, and capital market products
• Initial experience with quantitative methods, statistical analysis, time series, or systematic strategies is a plus
• Programming skills (e.g., Python, Java, or similar) Experience with programming languages ​​(e.g., Python, NumPy, pandas, and ideally R or MATLAB) is desirable but not mandatory – a confident handling of data and numbers is crucial.
• Interest in reproducible research, model robustness, data quality, and sound validation processes. Enthusiasm for innovative technologies, small, high-performing teams, and a challenging quantitative environment.
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Your benefits at AGNITYA: A growing, highly specialized quantitative investment team in the heart of Düsseldorf with direct access to decision-makers and experts. Clear structures, short decision-making processes, and a 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 an attractive fixed salary and a variable component. Steep learning curve through direct interaction with experienced quants, traders, and developers. In-depth insights into systematic strategies, backtesting, risk models, and execution logic. A team culture with high standards, an open feedback culture, and shared growth.

Please send your application at career@agnitya.de