Principal Quantitative Researcher $8000-12000 Offline
About the project
Our customer is managing a portfolio that consists of several financial instruments like equities and ETFs. They are using baseline approaches like risk parity for portfolio construction and aim to develop a more sophisticated toolkit to target higher Sharpe and better drawdowns and time-under-water metrics. Also, we will need to develop a pipeline to launch experiments and research hypotheses on a continuous basis.
Key results
- R&D pipeline for experiments
- Investment management models with API
- Higher Sharpe and lower drawdowns and time-under-water on the backtests
Challenges & responsibilities
- applying a wide range of ML and financial models in quantitative finance, portfolio management, and time series analysis
- prioritizing the optimal technology and algorithms set in a particular project
- research papers analysis
- hands-on implementation of the crucial solution pieces
- supporting and mentoring data science and engineering teams
Skills
- research and paper analysis
- explanation and presentation
- machine learning and engineering
- advanced English
- documentation development
Knowledge
- in-depth machine learning knowledge in the Finance industry (portfolio management, time series analysis, risk management, financial machine learning)
- state of the art business and technology trends
Experience
- MSc / PhD degree in the Mathematics / Computer Science / Statistics / Finance
- machine-learning solutions delivery in fintech, finance, and investment management domain (5+ years)
- publications and public speeches track record
We Offer
- Scientific or engineering challenges
- Work with disruptive deep-tech startups
- Work with the rock stars (senior-level engineers, Ph.D.)
- Meaningful social and environmental projects
- Two options for our cooperation, and people have the opportunity to make their own choice of how they engage in work-related projects and tasks.
- Transparent, professional growth plan depending on your impact
- Remote work from any location
- Flexible working hours
- Unpaid unlimited personal time off
- Regular Team Buildings & company-wide team events
Terms & conditions
Rate: $50-75 per hour
Allocation: 0.375 FTE (15h/week)
The job ad is no longer active
Job unpublished on
27 June 2022
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