Analista Cuantitativo Senior (Quant)

Placements24; Región Centro; Hybrid; MXN 1,200,000 - 2,400,000; Full time

Job summary

Placements24 in Guadalajara, Jalisco seeks a Senior Quantitative Analyst to develop and backtest sophisticated models for trading strategies, risk management, and portfolio optimization across asset classes. You will leverage Python, C++, or R to implement models and analyze data.

The ideal candidate has a strong academic background with 5+ years in quantitative finance, and will translate complex concepts into actionable trading insights, collaborating with PMs and traders in a dynamic,

Qualifications

• Master's degree or PhD in a quantitative field (Math, Stats, Physics, CS, Financial Engineering, Economics).
• Minimum 5 years of experience as a Quant in finance, asset management or investment banking.
• Proficiency in statistical modeling, time series, econometrics, and machine learning.
• Programming in Python (NumPy, Pandas, SciPy), C++, or R.
• Experience with large datasets and cloud platforms is a plus.
• Strong communication and ability to present complex results clearly.

Responsibilities

• Develop, implement, and backtest quantitative trading strategies across markets and assets.
• Design financial models for pricing, risk management, and portfolio optimization.
• Statistical analysis of market data to identify opportunities and patterns.
• Collaborate with portfolio managers to integrate quantitative insights into decisions.
• Develop and maintain robust risk management systems and metrics.
• Write efficient code in Python, C++, or R for models and analysis.
• Stay updated with research in quantitative finance and ML.
• Document methodologies and performance results clearly.
• Contribute to overall quantitative research and development.
• Present findings to technical and non-technical audiences.

Skills

Statistical modeling

Time series analysis

Econometrics

Machine learning

Education

Master's degree or PhD in a quantitative field

Tools

Python

C++

R

Job description

About the Role

Our client, a dynamic and innovative investment management firm based in Guadalajara, Jalisco , is seeking a highly skilled and analytical Analista Cuantitativo Senior (Quant) . This role is central to developing and implementing sophisticated quantitative models for trading strategies, risk management, and portfolio optimization across various asset classes. You will leverage advanced mathematical and statistical techniques, programming skills, and a deep understanding of financial markets to drive investment performance and manage risk effectively. The ideal candidate will possess a strong academic background, exceptional problem-solving abilities, and the capacity to translate complex quantitative concepts into practical trading applications. This is an exciting opportunity for a talented Quant to join a forward-thinking firm that values intellectual curiosity, collaboration, and cutting-edge financial technology. Our client is committed to fostering an environment where quantitative expertise is leveraged to achieve superior investment outcomes.

Key Responsibilities

• Develop, implement, and backtest quantitative trading strategies across various markets and asset classes.
• Design and build sophisticated financial models for pricing, risk management, and portfolio optimization.
• Conduct in-depth statistical analysis of market data to identify trading opportunities and patterns.
• Collaborate with portfolio managers and traders to integrate quantitative insights into investment decisions.
• Develop and maintain robust risk management systems and metrics.
• Write efficient, high-quality code in languages such as Python, C++, or R for model implementation and data analysis.
• Stay current with academic research and industry trends in quantitative finance and machine learning.
• Document model methodologies, assumptions, and performance results clearly and comprehensively.
• Contribute to the firm's overall quantitative research and development efforts.
• Present complex quantitative findings to both technical and non-technical audiences.

Requirements

• Master's degree or PhD in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, Financial Engineering, or Economics.
• Minimum of 5 years of experience as a Quantitative Analyst (Quant) in the financial industry, preferably in asset management or investment banking.
• Strong expertise in statistical modeling, time series analysis, econometrics, and machine learning techniques.
• Proficiency in programming languages commonly used in quantitative finance, such as Python (with libraries like NumPy, Pandas, SciPy), C++, or R.
• Experience with large datasets and data manipulation.
• Solid understanding of financial markets, derivative pricing, and portfolio theory.
• Excellent analytical, problem-solving, and critical thinking skills.
• Strong communication and presentation skills, with the ability to explain complex concepts clearly.
• Ability to work independently and collaboratively in a fast-paced team environment.
• Experience with cloud computing platforms (e.g., AWS, Azure) is a plus.
• Willingness to work a hybrid schedule in Guadalajara, Jalisco .

Benefits

• Our client offers a highly competitive salary and bonus structure, reflecting the critical nature of this role.
• Comprehensive health, dental, and vision insurance are provided, along with life insurance.
• A strong retirement savings plan is available.
• Employees enjoy generous paid time off, including vacation, sick leave, and holidays.
• Opportunities for continuous learning, professional development, and attending industry conferences are supported.