Quantitative Financial Specialist

Job Summary

Hands-on and detail-oriented, the contract Quantitative Financial Specialist will research and develop systematic trading strategies, implement production-grade Python code for backtesting frameworks, and perform risk analysis while working remotely.

Key responsibilities

• Research, develop, and validate systematic trading strategies including statistical arbitrage and momentum models
• Write clean Python code to implement backtesting frameworks and signal generation pipelines with proper validation
• Perform risk analysis and document research methodology and model assumptions to rigorous standards

Required qualifications

• Master's or PhD in a quantitative discipline such as Mathematics, Statistics, or Financial Engineering
• 2-5 years of hands-on experience in quantitative research or systematic trading at a hedge fund or asset manager
• Solid understanding of financial markets, trading mechanics, and market microstructure
• Proficiency in Python, specifically for research and trading system development
• Experience with time-series modeling and statistical inference applied to financial data