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
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.
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
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
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
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