Quantitative Analyst – Research & Analytics (Remote)

About the role

We are looking for a Quantitative Analyst to join our research team in a fully remote capacity. The role focuses on extracting market‑relevant insights from alternative data, sentiment indicators, and rigorous quantitative analysis across multiple asset classes.

Key responsibilities

• Conduct in‑depth quantitative analysis of hedge fund performance, including return decomposition, risk metrics and factor exposures.
• Develop and maintain proprietary analytical frameworks to assess manager skill, performance persistence and style consistency.
• Perform attribution and factor‑based analysis to evaluate alignment between managers’ stated processes and realised results.
• Build and maintain factor and risk models to analyse correlations, beta exposures and portfolio overlap.
• Source, clean and normalise alternative datasets such as sentiment, social media and ESG data.
• Develop predictive models and signals using time‑series analysis, statistical techniques and machine‑learning methods.
• Design and maintain robust back‑testing frameworks that incorporate transaction costs and market impact.
• Document research methodologies and present findings to internal stakeholders.

Required profile

• Master’s or PhD in Finance, Economics, Mathematics, Statistics, Computer Science, Engineering or a related quantitative discipline.
• Experience in quantitative research, data science or analytics within financial markets (buy‑side or sell‑side).
• Strong foundation in statistics, regression and time‑series analysis.

Required skills

• Python (pandas, numpy, scipy, statsmodels, scikit-learn).
• SQL and/or NoSQL databases.