Quantitative Analyst (Quant)

Placements24; Kimberley; Hybrid; CAD 120,000 - 180,000; Full time

Benefits offered by this job

Fully remote

Competitive compensation

World-class team

Continuous learning

Job summary

Placements24 is seeking a highly analytical Quantitative Analyst to design, backtest, and deploy trading models in a fully remote setting. You will work with Python/C++, large datasets, and collaborate with researchers to optimize alpha generation and risk management.

The role requires an MS or PhD in a quantitative field, strong coding skills, and a proactive, independent work style suitable for remote collaboration.

Qualifications

• Advanced degree in a quantitative field (MS/PhD).
• Proven experience in quantitative finance, statistical modeling, and algorithm development.
• Strong programming skills in Python, C++, R or similar.
• Deep understanding of financial markets, derivatives, and trading strategies.
• Proficiency in statistical/time-series analysis and ML techniques.

Responsibilities

• Design, develop, backtest, and deploy quantitative trading strategies and models.
• Perform rigorous statistical analysis on market data to identify opportunities.
• Develop and maintain robust risk management frameworks and models.
• Collaborate with portfolio managers and researchers to refine ideas.
• Optimize algorithms for performance, scalability, and efficiency.
• Stay abreast of latest research in quantitative finance and data science.

Skills

Quantitative analysis

Statistical modeling

Machine learning

Python

C++

Data analysis libraries

Education

MS or PhD in Mathematics/Statistics/Finance/Physics/Computer Science

Tools

Python (NumPy/SciPy)

R

C++

Job description

About the Role

Our client, a leading quantitative trading firm, is seeking an exceptional Quantitative Analyst (Quant) to join their fully remote team. This role involves developing, implementing, and optimizing complex mathematical models and algorithms for trading strategies, risk management, and portfolio optimization. You will work with vast datasets, cutting-edge technology, and collaborate with traders and researchers to drive alpha generation. This is a unique opportunity for a highly analytical and technically proficient individual to contribute to a dynamic and intellectually stimulating environment from anywhere, making significant contributions to trading performance and research.

Key Responsibilities

• Design, develop, backtest, and deploy quantitative trading strategies and models.
• Perform rigorous statistical analysis on market data to identify trading opportunities and patterns.
• Develop and maintain robust risk management frameworks and models.
• Collaborate with portfolio managers and traders to refine strategies and implement new ideas.
• Optimize existing algorithms for performance, scalability, and efficiency.
• Stay abreast of the latest research in quantitative finance, machine learning, and data science.

Requirements

• Advanced degree (M.S. or Ph.D.) in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
• Proven experience in quantitative finance, statistical modeling, and algorithm development.
• Strong programming skills in languages like Python, C++, R, or similar, with experience in data analysis libraries.
• Deep understanding of financial markets, derivatives, and trading strategies.
• Proficiency in statistical analysis, time-series analysis, and machine learning techniques.
• Excellent problem-solving skills and the ability to work independently and collaboratively in a remote setting.

Benefits

• Extremely competitive compensation package including base salary and performance bonuses.
• Fully remote work arrangement offering significant autonomy and flexibility.
• Opportunity to work with a world-class team on challenging quantitative problems.
• Access to state-of-the-art technology and data resources.
• Continuous learning environment with opportunities for research and professional growth.