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Founding Quant — Economic Intelligence Builder for Primary Bond Markets

BondsSphere is building institutional-grade decision intelligence for corporate bond issuance. The Founder defines the market problem. The CTO / CPTO builds the system. The Founding Quant defines the economic and analytical logic that makes the system worth building.

Mission

What you will own

This is not a generic quant role. You will define the economic intelligence layer of BondsSphere and shape the logic behind pricing, risk, execution and recommendation workflows.

  • Fair value logic, spread corridor design and relative-value framing
  • Execution-aware pricing, demand and placement feasibility logic
  • Feature design for issuer, structure, covenant and market-regime data
  • Scenario logic that links tenor, size, structure and timing to executable outcomes
  • Explainability and model-governance standards for institutional users
  • Translation of economic logic into a scalable product with the CTO / CPTO
Founder triangle

How this role fits the company

We are deliberately building a three-part founder system rather than collapsing everything into one person.

  • Founder: market thesis, product ambition, issuer problem and commercial direction
  • CTO / CPTO: platform architecture, data model, workflow engine, AI / systems implementation
  • Founding Quant: economic logic, model design, scoring framework, scenario reasoning and analytical truth
  • You will not operate in isolation. Your job is to become the economic brain inside a deeply integrated product system.
Culture

How we want to work

The quant role sits inside a collaborative, high-ownership environment where model logic must survive contact with real users, messy data and institutional scrutiny.

  • Intellectual honesty and obligation to dissent
  • Economic correctness over model vanity
  • High ownership and long-term infrastructure thinking
  • Deep collaboration with founder, CTO / CPTO and product
  • Institutional seriousness combined with startup speed
  • Hybrid collaboration with regular presence in the Frankfurt metro area
Required experience

What you should already have done

We want quantitative depth with product judgement, not abstract modelling in isolation.

  • Strong quantitative modelling capability in fixed income, credit, structured finance or adjacent markets
  • Ability to reason about issuance, spread formation, investor behaviour or execution dynamics
  • Solid Python toolkit for research, feature engineering, validation and model experimentation
  • Understanding of robustness, calibration, uncertainty and institutional explainability
  • Ability to move from messy market reality to usable analytical abstractions
  • Interest in building new analytical infrastructure rather than optimizing legacy models
What will make you stand out

Signals of exceptional fit

This role is strongest for someone who can connect economic reasoning with product design.

  • You distinguish clearly between fair value and executable price
  • You think in scenarios, constraints and recommendation states rather than isolated model outputs
  • You are comfortable turning covenant, structure and market-regime nuance into structured features
  • You can explain a model to a CFO without dumbing it down
  • You want to build a decision system, not just a prediction engine
Role boundaries

What this role is not

This page is designed to reduce mismatched expectations early.

  • Not purely academic research disconnected from users and workflows
  • Not isolated model development handed over to engineering afterwards
  • Not short-term trading signal generation or hedge-fund alpha mining
  • Not backtesting for its own sake
  • Not legacy analytics maintenance
  • Not a role for someone who prefers black-box optimisation over structured economic reasoning
Apply
Dr. Carsten Höhn
Founder | Managing Director
Frankfurt area