Summary
Maximilian Janisch is a quantitative researcher at Qube Research & Technologies with eight years of experience bridging deep mathematical theory and practical finance. He completed a PhD in mathematics at the University of Zürich—defending at an unusually young age—and has published work spanning probability, analytic number theory, and applications to finance and particle physics. His industry experience includes internships at Jane Street and Allianz and hands-on portfolio management at PMP Zürich, where he used Python and MATLAB to backtest strategies on multi-decade Bloomberg data and manage a live €2M+ portfolio. Equally comfortable with rigorous limit theorems and applied machine learning, he has delivered ML solutions at CSEM and proposed novel calibration metrics for interest-rate models. Known for turning theoretical insights into fast, production-relevant code (e.g., 100x speedups in model implementations), he combines academic depth with a practical, data-driven approach to trading research. Based in Switzerland, he thrives at the intersection of probability, statistics, and quantitative finance.
8 years of coding experience
3 years of employment as a software developer
Licence (French equivalent of Bachelor‘s) Mathematics, Licence (French equivalent of Bachelor‘s) Mathematics at Université de Perpignan - UPVD Alumni
PhD in Mathematics, PhD in Mathematics at University of Zurich
Final high school exams, Final high school exams at Gymnasium Immensee
German, English, French, Italian