Junior Quant Researcher (m/f/d)

BIT Capital GmbH; Berlin; Hybrid; EUR 55.000 - 75.000; Vollzeit

Benefits dieser Stelle

Flat hierarchies and direct management

Day 1 ownership of challenging work

Access to proprietary data and tools

Zusammenfassung

BIT Capital GmbH is seeking a Junior Quant Researcher to own alpha signals and risk models for Europe’s leading tech funds. You will collaborate with Portfolio Management and Fundamental Research, building time-series models and using LLMs to turn alternative data into tradable signals.

The role emphasizes hands-on experimentation, data-driven decision making, and a strong foundation in statistics, Python, and SQL. English is required; German is not mandatory, and the team is international.

Qualifikationen

• First full-time experience (1-2 years) in quantitative research or data science in the investment domain, or several substantial internships during studies.
• Master's or PhD in mathematics, physics, computer science, statistics, economics or finance with excellent results.
• Strong knowledge of statistical models and time-series analysis; exposure to machine learning.
• Fluency in English; German not required.

Aufgaben

• Own alpha signals and risk-model lifecycle for Europe’s tech funds watchlist.
• Test hypotheses systematically; translate backtests into tradable signals.
• Balance 70% research/idea generation and 30% production code for live deployment.
• Develop time-series models (stationarity, ARIMA, regression) to turn hypotheses into signals.
• Build signals from unstructured text using Python/SQL on AWS and Snowflake.

Kenntnisse

Python

SQL

English

Teamwork

Ausbildung

Master's or PhD in a relevant field

Tools

Snowflake

AWS

Jobbeschreibung

Your Role & How we work

As our Junior Quant Researcher (m/f/d), you own alpha signals and risk models for Europe’s best performing technology funds and a concentrated list of tomorrow’s leading tech companies. You report to Benjamin Kauper (Director Systematic Strategies & Risk) and join a team of three quants working directly with Portfolio Management and Fundamental Research.

Your priorities in this role will include:

• Signals that move capital. You own the alpha-signal and risk-model lifecycle for that watchlist, in benchmark-independent, highly active portfolios that turn over three to four times a year.
• Quantamental proof work. You test the fundamental team's hypotheses systematically. What holds out-of-sample becomes a signal we trade, what does not gets removed based on factual evidence.
• 70 / 30. You spend roughly 70% of your week on research, idea generation and backtesting, and 30% on production code that puts the models into the live environment.
• Time series over noise. You turn economic hypotheses into testable time-series models: stationarity, autocorrelation, AR/MA/ARIMA, regularized regression, etc.
• Unstructured text to signal. You build in Python and SQL on AWS with a Snowflake DWH, and use LLMs to turn alternative data signals into tradable signals.

The experience you bring

• First full-time experience (1-2 years) in quantitative research or data science in the investment domain, or several substantial internships in those areas during your studies.
• A completed Master's or PhD in mathematics, physics, computer science, statistics, economics or finance, with excellent results.
• Command of the statistical models and frameworks we use daily: probability, regression, time-series analysis, and first exposure to machine learning.
• Strong coding skills in Python and SQL.
• Experience with leveraging LLMs to conduct research, designing your own investment strategies or building personal side projects.
• You communicate fluently in English, our working language. Fluency in German is not required.

2 reasons why you should not apply

• You want to maintain and monitor models someone else built? This is a role for builders: you develop and deploy what shapes our investment decisions, and own it from hypothesis through backtest to production.
• You are looking for high-frequency trading, or for purely systematic research? Our funds have long-only strategies and we follow a quantamental strategy equally leveraging fundamental analysis and systematic.

Your mindset

• You are passionate about stocks, financial markets, and technology.

• You are AI-pilled and actively think about automating and advancing your own remit.

• You are a curious person with a strong willingness to learn and consistently improve.

• You are a team player, seeking to thrive in a collaborative, and high-performance environment.

• You think outside of the box and and are comfortable with generating new, ambiguous ideas.

What we offer

• Become part of a unique success story in European asset management, with real influence over a concentrated, high-conviction portfolio.
• Work with terabytes of data, advanced research tools, and proprietary alternative data you will not find at traditional asset managers.
• A motivated, international team of 15 nationalities with flat hierarchies and direct access to our management team and investors.
• Day 1 ownership of challenging, varied work, a steep learning curve, and a transparent, appreciative feedback culture.