Quant Engineer, Data Products: Thematic Risk Models (Hybrid)

Theia Insights; Barcelona; Híbrido; EUR 110.000 - 140.000; Jornada completa

Descripción de la vacante

Theia Insights is seeking a quant engineer for the Data Products team in Barcelona. You will build models behind Thematic Factor Risk Models (TFM) and back-test methodologies, turning research into daily production output with the economics team. This senior group emphasizes correctness and reproducibility.

You will work on statistical modelling, delta risk decomposition, and end-to-end production pipelines, contributing to the data assets that power our financial intelligence products.

Formación

• Experience delivering production-grade Python code.
• Deep understanding of factor risk models and portfolio attribution.
• Strong in statistical modelling with awareness of look-ahead and survivorship bias.
• Familiar with datasets in Pandas and Parquet/Arrow; DuckDB experience is a plus.

Responsabilidades

• Develop statistical models of stock price movements and estimate the performance of thematic trends.
• Construct and back-test factor risk models, decomposing stock returns into thematic and traditional risk factors.
• Design and validate signal-generation and portfolio-attribution methodologies with the economics team.
• Make research reproducible, so published output can be re-run after backfills and restatements.
• Collaborate with pipelines team to move modelling decisions into daily production.

Conocimientos

Python production

Factor risk models

PIT discipline

Statistical modelling

Pandas/Parquet

Herramientas

Statsmodels

cvxpy

PyTorch

DuckDB

Dagster

Airflow

AWS

Descripción del empleo

Theia Insights is seeking a quant engineer for the Data Products team in Barcelona. You will build models behind Thematic Factor Risk Models (TFM) and back-test methodologies, turning research into daily production output with the economics team. This senior group emphasizes correctness and reproducibility.

You will work on statistical modelling, delta risk decomposition, and end-to-end production pipelines, contributing to the data assets that power our financial intelligence products.