A top-tier global investment firm is seeking a highly driven Senior Quantitative Researcher to join its quantitative strategies team.
Key Responsibilities:
- Lead the design, development, and refinement of alpha models using advanced statistical, mathematical, and machine learning techniques.
- Source, clean, and analyze complex structured and unstructured datasets to uncover predictive signals.
- Build scalable research pipelines and maintain production-level models that contribute to trading and investment decisions.
- Validate model robustness through backtesting, sensitivity analysis, and statistical evaluation.
- Mentor junior researchers and contribute to the ongoing development of internal research tools and infrastructure.
- Collaborate cross-functionally with portfolio managers, developers, and data engineering teams to deploy research into live environments.
Key Requirements
- At least 4+ years of experience in a quantitative research role within a trading, investment, or financial technology environment.
- Expert-level proficiency in Python for data analysis and model development; experience with KDB+/Q is a plus.
- Strong command of statistical methods, data science toolkits (Pandas, NumPy, Scikit-learn), and time-series modeling.
- Proven experience in building, testing, and deploying quantitative models using diverse data sets.
- Solid academic background in a quantitative discipline (Computer Science, Mathematics, Engineering, or related fields); Master’s or PhD preferred.
- Excellent problem-solving, communication, and collaboration skills.
Interested parties please send your resume to Daniel Lesage at [email protected].
Regrettably, only shortlisted candidates will be contacted.
EA License Number: 20C0180 | Amethyst Partners | [email protected]