Founded by Experts to Unlock Value Through Data-Driven Solutions
Quintik Technologies was founded in 2021 by a team of professors, scientists and PhDs. Our expertise makes
a difference when it comes to data by creating actual economic impact and helping organizations to make
the right decision.
We are a close-knit group of like-minded quants from Austria that help clients make sense of data using a contemporary mix of complex scientific methods and communicate results in a language every business expert can understand. We do so by applying a scientifically sound mixture of artificial intelligence, machine learning, data science, optimization under uncertainty, applied and computational statistics, as well as probability theory. Furthermore, we love relational algebra to build data structures that actually map the reality into bits and bytes realistically - basically we do love computer science in general.
We are here to solve all your mind-bending data problems in almost every area of business. Our team has worked with some of the largest organizations in finance, manufacturing, energy, public health and consulting in Europe and the US. We love to build quantitative data solutions that just work and make our clients happy. We are able to provide results in a way that enables a lively discussion about business effects and managerial impacts. We leave out those often-unnecessary technical details – for clients who are seriously interested in hearing about every bit we flipped around: we are here for you too, of course.
Get in touch today, tell us how we may help you, and we are going to provide you with a solution that meets your specific requirements, because that is what is at the core of our daily business at Quintik Technologies.
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At Quintik Technologies, we remain committed to offering state-of-the-art solutions to help our clients navigate the data-driven world with confidence and clarity. Connect with us today to explore how we can help your business.CONTACT US
The Management Team
The Right Combination Is Paramount
Quintik Technologies has an exceptional team of professionals with expertise in different industries. Highly experienced, the team has worked with some of the largest organizations in finance, banking, manufacturing, energy, public health and consulting in Europe and the US.
Dipl.-Ing. Rainer Hirk, PhDCEO | Founding Partner
Dipl.-Ing. Rainer Hirk, PhD is a founding partner and CEO of Quintik Technologies. Before becoming an entrepreneur he had been a Postdoctoral Researcher at the Institute for Statistics and Mathematics at Vienna University of Economics and Business (WU Wien) and has worked as a data scientist and quant analyst at Berenberg and Raiffeisen Bank International. His fields of interest are applied statistics and credit risk modeling. He holds a PhD in Economics and Social Sciences with a main focus on statistics from Vienna University of Economics and Business. He is the author of the R package mvord for modeling multivariate ordinal regression models and published several articles in journals like the Journal of Statistical Software, the Journal of Empirical Finance, or the Journal of Credit Risk. Also, he received an MSc in Financial and Actuarial Mathematics from Vienna University of Technology and an MSc in Quantitative Finance from Vienna University of Economics and Business.
Dipl.-Ing. Florian Schwendinger, PhDCTO | Founding Partner
Dipl.-Ing. Florian Schwendinger, PhD is a founding partner and CTO at Quintik Technologies. He has a strong background in machine learning and open source software development. Before joining Quintik Technologies, Florian was working for KPMG's data analysis team with a focus on fraud and operational risk detection. Furthermore, he worked at Bosch on predictive analytics and pattern detection within large time series data. Florian obtained a PhD from Vienna University of Economics and Business working on conceptual and computational challenges in data and text mining. His research interests are automated machine learning, fraud detection tools and optimization software.
Dr. Florian MairCOO | Founding Partner
Dr. Florian Mair is a founding partner and COO of Quintik Technologies. Concurrently, he is a member of the foundation's advisory board at the Engelbert Dockner-Stiftung für Zukunftssicherung durch Kapitalbildung und Forschung. Florian has several years of experience in asset pricing research as well as the hedge fund industry. He headed the research team at a global macro hedge fund before co-founding Quintik Technologies & Quintik Capital. Florian obtained a PhD in Finance working on mean reversion effects in currencies, volatility management and the economic value of analyst forecasts. Florian also holds an MSc in Quantitative Finance from Vienna University of Economics and Business, where he first met his later co-founder Rainer.
PD Dr. Ronald HochreiterSenior Advisor | Founding Partner
PD Dr. Ronald Hochreiter is a founding partner at Quintik Technologies. He obtained a PhD in Computational Management Science from the University of Vienna in 2005, and has been Research Assistant, Assistant Professor and Associate Professor at the University of Vienna, Webster Vienna Private University and WU Vienna University of Economics and Business. He was Guest Professor at the University of Bergamo and Guest Researcher at the Imperial College London. He is President of the Academy of Data Science in Finance and Vice-President of the Austrian Society of Operations Research. He is actively designing and teaching Data Science and Artificial Intelligence programs at WU Vienna University of Economics and Business and WU Executive Academy. Since 2000 he has been consulting banks, pension funds and investment managers. Furthermore, Ronald is conducting quantitative research and consulting in areas of energy management and public health management.
Dr. Gerald LeitnerSenior Advisor | Founding Partner
Dr. Gerald Leitner is a founding partner and senior advisor at Quintik Technologies. Concurrently he holds the position of Visiting Faculty and Executive in Residence at ESMT, the #1 business school in Germany. Gerald has over 25 years experience on Wall Street where he worked in quantitative analysis and quantitative financial modeling at Bear Stearns, Fuji Securities, and Paine Webber (now UBS). He was the founder and CEO of GL Technologies, Inc., a financial software company. Before moving to Berlin in 2015, he spent 15 years as a Managing Director at Mariner Investment Group, a New York - based hedge fund with $10B+ AUM. Gerald has a PhD in Computer Science from UCLA and was previously Assistant Professor at Columbia University in New York.
Bespoke Systems Bridging Data Engineering and Quantitative Finance
At Quintik Technologies, we empower businesses to unlock their potential through the power of data. By leveraging our cutting-edge expertise in data science, finance, and optimization, we help our clients understand and effectively utilize their data. We've successfully collaborated with some of the most prominent organizations across various sectors such as finance, banking, manufacturing, energy, public health, and consulting, both in Europe and the US. Our portfolio features an array of distinct projects.
- Our team developed several open source libraries such as the R Optimization Infrastructure (ROI) using languages like R, Python and C++.
- We have developed bespoke risk and portfolio management software for an asset management company. It is implemented as a REST-API that monitors, validates and logs all trades, which are, if they pass all checks, directly transmitted to the broker.
- From prototype to production: We helped a client in the automotive sector in moving prototype data analysis code to production by packaging code and speeding up core functionalities by translating them to C++
- From local to cloud: For a client in the automotive sector we moved time-sensitive analysis that are critical for the clients business from local infrastructure to the cloud. Using Apache Spark and PySpark we achieved an increase in efficiency and reliability.
- We have built direct indexing and and optimization software for clients in the asset management industry and continue to deliver index data via API.
- Our team members have authored software for composite likelihood estimation to model corporate credit ratings. The corresponding paper on mvord: An R Package for Fitting Multivariate Ordinal Regression Models was published in the high-impact Journal of Statistical Software.
- Our team members have developed and applied strategies for portfolio optimization, systematic trading, and quantitative risk management systems at a $10bn+ hedge fund.
- Our team members have developed and integrated sophisticated options trading and analysis systems, yield surface models for pricing MBS and other fixed income securities as well as quantitative trading algorithms for mispricings in Treasury futures for different industry-leading banks.
- We architectured and set up a comprehensive database, integrating a range of structured and unstructured data sources for a client in the asset management industry.
- For a retail business, we developed a sales analytics dashboard with automated custom reports to provide critical and time-sensitive business information.
- We have implemented dasbhoarding, monitoring and automated reporting solutions for database REST-services and live investment portfolios for an asset management company.
- We have developed an intelligent recommendation system for a large proprietary ERP system to detect duplicates and reconcile data.
- We've built and improved recommendation systems for a major online pharmacy to enhance their existing setup.
- Our team designed an automated customer complaint classification system for a large retail bank, utilizing supervised learning and text mining techniques.