Senior Quant Engineer - Investment Platform (f/m/d)
Allianz SE4 days ago
Frankfurt, GermanySenior
Responsibilities
- Collaborate with portfolio managers on portfolio construction, optimization, and rebalancing frameworks.
- Translate investment, business, and data requirements into scalable technical solutions.
- Build and enhance modular backtesting and simulation frameworks for multi-asset and derivatives strategies.
- Bring quantitative research models into production-grade investment and risk systems.
- Design end-to-end applications covering data ingestion, signal creation, portfolio construction, risk analysis, and monitoring.
- Design and manage large-scale financial and alternative data pipelines and model-ready datasets.
- Build and maintain backend components and APIs for data products and platform services.
- Contribute to technical design decisions for scalable, performant, secure, and compliant data-intensive systems.
- Integrate AI/ML approaches for feature engineering, signal extraction, and pattern recognition across macroeconomic and cross-asset datasets.
Requirements
- 5+ years of experience in data engineering, backend engineering, quantitative development or research, and/or portfolio management.
- University degree in Computer Science, Finance, Mathematics, Physics, Engineering, or a related quantitative discipline.
- Understanding of portfolio construction, multi-asset investing, core asset classes, global markets, futures, and options.
- Knowledge of econometrics and statistical modeling.
- Hands-on experience developing, deploying, and operating production-grade Python solutions.
- Strong SQL and data modeling skills, with hands-on experience building data pipelines and working with data platforms.
- Familiarity with Git, GitHub or GitLab, and Jira; Docker and Kubernetes experience is a plus.
- Exposure to AI, GenAI, machine learning, data analytics, data integration, DevOps technologies, and data science is advantageous.
- Strong communication skills and fluent written and spoken English.
Benefits
- Flexible work arrangements, including a hybrid model and flexible working hours.
- Company pension and savings plans.
- Family support, including relocation and childcare facilities.
- Company share purchasing plan.
- Mental health and wellbeing programs.
- Mobility solutions including Jobrad bike leasing and subsidized Jobticket.
- Career opportunities across the Allianz Group.
- Self-guided learning and development opportunities.
- Full-time, permanent position in Frankfurt.