Financial / Quant analyst

Náplň práce, právomoci a zodpovednosti:

Join us in building a next-generation financial intelligence platform— a personal market analyst powered by advanced AI. The platform provides instant market insights, predictive analytics, and professional-grade tools for equities, bonds, commodities, and other asset classes. Its mission is simple: to bring the level of clarity and confidence once reserved only for institutions — to everyday investors.

This is not a hobby startup, but an ambitious, well-funded, and professionally led long-term venture.

Our client is a globally oriented fintech company built on a strong foundation— led by seasoned leaders from international fintech, with backgrounds in top global brokerage firms and investment companies. They bring years of experience in financial technology, growth strategy, trading, and portfolio management.

Role summary of Financial Quant analyst
Research, backtest, and implement financial systematic strategies and risk models. Work with large, noisy datasets to produce production‑ready alphas and tools.

What you’ll do

• Source and clean market/alt data; build research pipelines.
• Develop, backtest, and evaluate strategies; manage overfitting and multiple‑testing.
• Build risk and portfolio construction components (e.g., factor models, optimization).
• Partner with engineering to productionize signals; monitor live performance.
• Write clear research reports and present results.

Zamestnanecké výhody, benefity:

• Opportunity to be at the very beginning of a new international fintech project

• Direct influence on strategic and technical decisions

• Collaboration with experienced professionals from the global finance and AI sectors

• Modern work environment in Bratislava 

Informácie o výberovom konaní:
We will carefully review every application. Only candidates who meet the requirements and qualifications for the position will be contacted.

Požiadavky na zamestnanca:

• Advanced degree in a quantitative field (Math/Stats/CS/Physics/EE) or equivalent experience.
• Strong Python (NumPy/Pandas), backtesting libraries; C++/Rust a plus for low‑latency.
• Deep stats/ML knowledge (cross‑validation, regularization, Bayesian methods, time‑series).
• Experience with market microstructure and transaction cost modeling (for HFT/low‑latency roles).
• Practical mindset about slippage, liquidity, and capacity.
• Excellent knowledge of financial analysis across various asset classes.