Thematic Factor Quant Engineer (Hybrid Barcelona)

Theia Insights; Bellprat; Híbrido; EUR 70.000 - 110.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

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25 working days holiday, plus Spanish公

Descripción de la vacante

Theia Insights in Barcelona is seeking a Quant Engineer on the Data Products team. You will build and run models behind thematic factor risk models, decompose returns into thematic and traditional risks, and back-test methodologies with our economics team.

You’ll ensure reproducibility and integrate models into daily production alongside a senior group. Responsibilities include developing statistical models, validating signal-generation and portfolio attribution, and working with data pipelines

Formación

• Strong production Python.
• Factor risk models and portfolio attribution in depth: cross-sectional regression, covariance estimation and back-tests you'd defend line by line.
• Point-in-time discipline, look-ahead and survivorship bias, and reconstructing what was knowable on a given date.
• Statistical modelling and optimisation (statsmodels, cvxpy; PyTorch useful).
• Datasets in pandas and Parquet/Arrow, plus an analytical engine such as DuckDB.

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 in collaboration with the economics team.
• Make research reproducible, so that any published output can be re-run exactly, including after backfills and restatements.
• Work with the pipelines team to take modelling decisions into daily production.

Conocimientos

Strong production Python

Cross-sectional regression

Covariance estimation

Back-testing

Statistical modelling

Pandas / Parquet / Arrow

Herramientas

statsmodels

cvxpy

PyTorch

DuckDB

Airflow

Dagster

S3

Descripción del empleo

Theia Insights in Barcelona is seeking a Quant Engineer on the Data Products team. You will build and run models behind thematic factor risk models, decompose returns into thematic and traditional risks, and back-test methodologies with our economics team.

You’ll ensure reproducibility and integrate models into daily production alongside a senior group. Responsibilities include developing statistical models, validating signal-generation and portfolio attribution, and working with data pipelines