Interim Senior Developer - Crypto Structured Products (m/w/d)

Spannende Herausforderung

Spannendes Unternehmen

About Our Client

Start: ASAP
Project Duration: 3 months (possible extension)
Workload: 5 days/week
Location: Remote (occasional on-site meetings big plus)
Languages: English

Tasks

Job Description

Design and prototyping of innovative crypto-linked derivatives (incl. pricing and payoff models in Python).
Validation and stress testing of models under different market scenarios (volatility spikes, sideways markets, knock-out conditions).
Development of frameworks to calculate and explain funding costs, risk premiums, and hedging efficiency.
Building backtesting tools for historical and synthetic data.
Writing technical specifications, model descriptions, and validation reports to ensure transparency, auditability, and regulatory compliance.
Defining test cases, performing systematic testing, and documenting results to ensure robustness and reproducibility.
Ensuring compliance with regulatory requirements (e.g., BaFin guidelines for retail products).
Supporting integration with trading, product, and development teams.
Research & innovation: transferring best practices from traditional structured products into the crypto context.

The Successful Applicant

Requirements

Strong expertise in derivatives & financial engineering (e.g., knock-outs, mini futures, barrier options, structured indices, tokenized notes).
Hands-on experience with Python for modelling, simulation, and backtesting.
Additional experience with Go for performance-critical implementations and integration with existing infrastructure.
Knowledge in risk management, funding cost analysis, and regulatory frameworks.
Understanding of the end-to-end lifecycle of structured products (issuance, trading, knock-out events, settlement, risk monitoring).
Proven ability in specification, documentation, and testing (audit- and compliance-ready).
Fluent in German and English.

What's on Offer

Does this project sound interesting to you?

I look forward to your feedback with the following details:

• Your current project availability (earliest possible start)
• Your maximum workload/week in total
• Can you provide this workload on a regular basis?
• Your hourly rate (On-site / Remote)
• Your current CV/profile
• A short statement on your suitability (please address the points mentioned above)

Best regards

Contact: Kai Gehrmann

Quote job ref: JN-102025-6848359