31.08.2026 aktualisiert
100 % verfügbar
Quantitative Research & Trading Systems Consultant | Python, Rust & AI
Chemnitz, Deutschland
Deutschland +22
M.Sc. Industrial Management, Hochschule Mittweida (2023)info: Deutschland, Österreich, Schweiz, Großbritannien, Spanien, Liechtenstein, Frankreich, Belgien, Dänemark, Georgien, Hongkong, Indonesien, Irland, Kanada, Katar, Luxemburg, Malta, Niederlande, Singapur, Thailand, Tschechische Republik, Türkei, Vereinigte Arabische Emirate
Über mich
Selbstständiger Consultant für Quantitative Research und Trading-Systeme mit sechs Jahren Erfahrung in systematischen Strategien, Backtesting, Marktdatenpipelines, Execution, Risikokontrollen und Monitoring. Entwicklung mit Python, Rust und AI-gestützten Workflows.
Skills
TimescaleDBAI AgentsRustAutomatisierter HandelAlgorithmusEngineering ManagementFinancial Risk ManagementPythonQuantitative MethodenQuantitatives InvestierenBacktestingPrometheusSQLWebSocketQuantitative Analyse
Systematic Strategy Research & Development
Expertise in trend following, mean reversion, momentum, volatility breakout, statistical arbitrage, carry/funding arbitrage, and market-making research. Development and validation of 300+ model prototypes with reproducible research workflows.
Trading Infrastructure & Execution
Proficiency in Python/Rust architecture, REST/WebSocket APIs, asynchronous order handling, portfolio controls, monitoring, testing, and failure modes. End-to-end trading workflow design from data ingestion to live monitoring.
Backtest Validation & Model Risk
Deep knowledge of out-of-sample and walk-forward design, transaction costs, slippage, parameter sensitivity, overfitting controls, and live-versus-simulated gap analysis. Conducted extensive backtest research across spot, crypto perpetual, dated futures, and traditional-finance futures.
Digital-Asset Market Structure
Knowledge of spot, perpetuals, dated futures, funding mechanics, liquidity fragmentation, exchange connectivity, and cross-venue operating constraints.
Quantitative Research Operations
Research-team leadership, experiment governance, AI-assisted engineering workflows, and translating research into implementation decisions. Experience directing a distributed five-person quant/ML/systems team.
Portfolio Risk Management
Multi-venue market structure, portfolio risk controls, and cost-aware validation. Managed strategies across externally owned non-custodial accounts representing approximately USD 5M in aggregate test capital.
Programming & Development Tools
Hands-on experience with Python, Rust, SQL, Git, NumPy, Optuna, pytest, REST/WebSocket APIs, PyO3, Claude Code, and OpenAI Codex.
Blockchain & Technology Research
Research into blockchain applications, technology and market trends, semiconductor R&D, near-shoring options, and open-innovation providers, with synthesis of structured inputs for corporate strategy discussions.
Erfahrung
Berufserfahrung5 - 10 Jahre
Freelancer seit2025
Sprachen
DeutschgutEnglischverhandlungssicherRussischMutterspracheUkrainischMuttersprache
Projekthistorie
Aufbau und Leitung eines unabhängigen Beratungs- und Research-Angebots an der Schnittstelle von Quantitative Research, Algorithmic Trading, Financial Data Engineering und AI Engineering.
• Entwicklung und Validierung systematischer Strategien für Spot-, Perpetual- und Futures-Märkte, darunter Momentum, Mean Reversion, Statistical Arbitrage, Carry/Funding Arbitrage und Market Making.
• Konzeption durchgängiger Research- und Trading-Infrastruktur mit Python, Rust und SQL: Datenaufnahme, REST-/WebSocket-Integrationen, Backtesting, Parametersuche, Risikoanalyse, Portfoliokontrollen, Execution, Testing und Monitoring.
• Durchführung von Out-of-Sample-, Walk-Forward-, Kosten-, Slippage- und Sensitivitätsanalysen zur Erkennung von Overfitting und Modellrisiken.
• Weiterentwicklung einer modularen Research- und Trading-Codebasis mit rund 240.600 Codezeilen in 863 Dateien.
• Einsatz von Grafana und Prometheus für Monitoring- und Kontrollaufgaben sowie AI-gestützte Entwicklung mit Claude Code und OpenAI Codex.
• Leitung und Koordination eines verteilten fünfköpfigen Quant-, ML- und Systems-Teams.
Led a multi-year systematic trading program spanning 300+ model prototypes and reproducible research across trend, momentum, mean reversion, volatility breakout, statistical arbitrage, funding/carry, and market making. Built end-to-end research and trading workflow with AI-assisted development tools. Accumulated approximately three years of live trend-strategy experience and two years of live mean-reversion experience. Conducted 2026 backtest research across spot, crypto perpetual and dated futures, and traditional-finance futures on eight venues. Directed a distributed five-person quant/ML/systems team and coordinated scientific mentorship with a TUM professor in financial mathematics.
Researched blockchain applications, technology and market trends, semiconductor R&D, near-shoring options, and open-innovation providers. Synthesized structured inputs for corporate strategy and Executive Board discussions.