Malte Kurz
Principal Engineer at Scalable Capital
Germany
Summary
👤
Senior🎓
Top SchoolMalte Kurz is a Principal Engineer with 11 years of experience at the intersection of financial engineering, machine learning and production software, currently leading Financial Engineering at Scalable Capital. He holds a PhD in Statistics from LMU Munich where his research advanced high-dimensional dependence modeling for financial econometrics, and he has continued that blend of theory and practice through postdoctoral work and industry research leadership. Malte is a core developer of the DoubleML Python and R packages, reflecting a sustained open-source commitment to causal and ML methods in econometrics. His career spans hands-on quant roles, team leadership, and VP-level research management, giving him a rare ability to translate cutting-edge statistical methods into robust, scalable investment technology. Notably, he repeatedly returned to scale-up environments, signaling a talent for operationalizing research in fast-moving fintech contexts.
11 years of coding experience
14 years of employment as a software developer
Ludwig Maximilian University of MunichB.Sc., Mathematical Finance, B.Sc., Mathematical Finance at Universität Konstanz
Github Skills (44)
copula10
data-analysis10
r-package10
python10
data-science10
r10
scikit10
statistics10
machine-learning10
forge10
vine10
econometrics10
causal-inference10
user-guide10
statistical-inference10
Programming languages (5)
Github contributions (5)
MalteKurz/pacotest
Jun 2015 - Nov 2022
R-package: Testing for Partial Copulas and the Simplifying Assumption in Vine Copulas
Contributions:7 releases, 462 commits, 46 PRs in 7 years 6 months
r-packagestatisticspartialcrandata-science
DoubleML/doubleml-docs
Sep 2020 - Nov 2022
Documentation and User Guide for DoubleML - Double Machine Learning in Python & R
Contributions:17 reviews, 429 commits, 106 PRs in 2 years 2 months
doublemlpythondata-scienceuser-guidedouble
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