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)

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Job unpublished on 27 June 2022

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