Quantitative Analyst (Fully Remote)

Talantir; France; Remote; EUR 116,000 - 133,000; Full time

Job summary

Talantir is seeking a Quantitative Analyst to join our data-driven research team focused on leveraging alternative data and sentiment analysis for market insights. This role emphasizes deep quantitative research, model development, and robust backtesting of signals.

It is remote, with the option to work from our Dubai office if preferred. The ideal candidate has a Master's degree in a quantitative field and at least 3 years of experience in quantitative research or analytics within financial

Qualifications

• Master's degree or higher in a quantitative field is required.
• 3+ years of experience in quantitative research or analytics at a leading financial institution.
• Proven track record of building and validating quantitative models.
• Strong Python skills for data analysis and modeling.
• Experience with databases and large-scale data processing.
• Solid understanding of time-series analysis, regression, and factor modeling.

Responsibilities

• Perform comprehensive quantitative analysis of hedge fund returns, risk metrics, and factor exposures.
• Develop and maintain analytical frameworks to decompose performance and assess risk-adjusted returns.
• Conduct attribution analysis to validate investment processes and results.
• Build risk factor models to evaluate correlations and beta exposures.
• Analyze portfolio characteristics and liquidity; support CIO in evaluation and monitoring.

Skills

Python (pandas, numpy, scipy)

SQL/NoSQL databases

Time-series analysis

Backtesting

Machine learning

Data processing frameworks

Financial markets knowledge

Education

Master's degree in Finance/ Economics/ Mathematics/ CS/ Engineering

PhD preferred (Financial Engineering/ Statistics)

Tools

Statsmodels / scikit-learn

Cloud platforms (AWS/GCP/Azure)

Job description

Position: Quantitative AnalystCompensation: USD $130,000 per annum + up to 15% Performance BonusTotal Annual Package: Up to USD $149,500Location: RemoteWe are seeking a Quantitative Analyst to join our data-driven research team focused on leveraging alternative data and sentiment analysis for market insights. This role emphasizes in-depth quantitative research, model development, and rigorous backtesting of signals to drive actionable strategies. The ideal candidate will have a passion for financial markets and expertise in transforming raw data into clear, data-informed insights.This position is remote, with the option to work from our Dubai office (with 0% income tax), if preferred (relocation and visa sponsorship support available).

Key Responsibilities

• Hedge Funds:Conduct comprehensive quantitative analysis of hedge fund returns, risk metrics, and factor exposures to evaluate manager skill and strategy persistence
• Develop and maintain proprietary analytical frameworks to decompose hedge fund performance, identify style drift, and assess risk-adjusted returns across market cycles
• Perform detailed attribution analysis to validate managers' stated investment processes and verify alignment with reported results
• Build and maintain risk factor models to evaluate strategy correlations, beta exposures, and potential portfolio overlaps across our manager universe
• Analyze portfolio-level characteristics including liquidity profiles, position-level concentration, and counterparty exposures
• Provide quantitative support to the CIO for manager evaluation and ongoing monitoring
• Create detailed analytical reports for the investment committee, synthesizing complex quantitative findings into actionable insights
• Other Asset Classes:Acquire, clean, and normalize various alternative datasets (e.g., sentiment, social media, and ESG sources)
• Develop and refine predictive models and signals using time-series analysis, statistical modeling, and machine learning
• Create robust backtesting frameworks to evaluate model performance and incorporate transaction cost or market impact
• Build and monitor risk models, conduct stress testing under different market scenarios
• Document and present research findings, methodologies, and performance metrics to stakeholders

Required Qualifications

• Master's degree in Finance, Economics, Mathematics, Computer Science, Engineering, Financial Engineering, Statistics, or a related quantitative field (required)
• 3+ years of experience in quantitative research, data science, or analytics within a leading financial institution (e.g., top-tier investment bank, asset manager, hedge fund, or proprietary trading firm)
• Proven track record of building and validating quantitative models in real-world market environments
• Proficiency in Python for data analysis (pandas, numpy, scipy) and modeling (statsmodels, scikit-learn)
• Experience with databases (SQL or NoSQL) and large-scale data processing frameworks
• Familiarity with statistical techniques (time-series analysis, regression, factor modeling, signal processing)
• Solid understanding of financial market structure, pricing, and liquidity
• Knowledge of key asset classes (equities, fixed income, or derivatives)
• Candidates must have completed all academic programs; those currently enrolled in part-time or full-time degree programs (e.g., part-time Master's, MPhil, PhD coursework) are not eligible

Preferred Qualifications

• PhD in a quantitative field (Financial Engineering, Statistics, or similar)
• Experience analyzing sentiment or alternative data (news feeds, social media, ESG, etc.)
• Background in machine learning, deep learning, or NLP for financial forecasting
• Familiarity with cloud computing environments (AWS, GCP, or Azure) for large-scale data processing
• Experience with portfolio optimization, risk analytics, or factor investing