Estratega de Inversiones Cuantitativas

Placements24; San Luis Potosí; Hybrid; MXN 1,800,000 - 3,200,000; Full time

Benefits offered by this job

Fully remote

Health insurance

Retirement plan

Professional development budget

Profit sharing potential

Job summary

Placements24 seeks a highly analytical Estratega de Inversiones Cuantitativas to design, backtest, and implement quantitative investment strategies for a fully remote team. You will leverage statistics, ML, and large datasets to uncover alpha and support portfolio decisions.

Role requires a Master’s/PhD in a quantitative field, 5+ years in quantitative research or trading, and strong programming in Python and C++.

Qualifications

• Master's or PhD in a quantitative field (Finance, Math, Stats, CS, Physics, Engineering).
• 5+ years of experience in quantitative research, portfolio management, or algorithmic trading.
• Strong command of statistical modeling, econometrics, time series analysis, and ML.
• Proficiency in Python (NumPy, Pandas, Scikit-learn) and C++ for research and implementation.
• Experience with financial data sources, risk concepts, and portfolio theory.
• Excellent analytical, problem-solving, and communication skills; able to work remotely.

Responsibilities

• Research, backtest, and implement quantitative trading strategies across asset classes.
• Build and maintain financial models using statistical and ML techniques.
• Analyze large datasets to identify patterns and investment opportunities.
• Collaborate with portfolio managers and traders to integrate strategies.
• Monitor model performance and adjust strategies; contribute to risk frameworks.
• Follow academic research trends and work with engineering to deploy systems.
• Document research and contribute to intellectual capital.

Skills

Python

C++

Statistics

Machine Learning

Econometrics

Time Series

Portfolio Theory

Data Analysis

Communication

Education

Advanced quantitative degree (MS/PhD)

Tools

NumPy

Pandas

Scikit-learn

C++

Job description

About the Role

Our client, a sophisticated asset management firm, is seeking a highly analytical and technically skilled Estratega de Inversiones Cuantitativas to join their fully remote team. This role is central to designing, developing, and implementing quantitative investment strategies and trading models. You will leverage advanced statistical techniques, machine learning algorithms, and large datasets to uncover market insights and generate alpha. This is an exceptional opportunity for a quantitative professional to contribute to portfolio management and trading decisions within a dynamic and intellectually stimulating environment, supporting operations potentially connected to San Luis Potosí, San Luis Potosí, MX .

Key Responsibilities

• Research, develop, backtest, and implement quantitative trading strategies across various asset classes.
• Build and maintain sophisticated financial models using statistical and machine learning techniques.
• Analyze large, complex datasets to identify patterns, inefficiencies, and investment opportunities.
• Collaborate with portfolio managers and traders to integrate quantitative strategies into investment processes.
• Monitor the performance of trading models and strategies, making necessary adjustments.
• Develop and maintain robust risk management frameworks for quantitative strategies.
• Stay current with academic research and industry trends in quantitative finance and data science.
• Work with engineering teams to deploy and optimize trading systems.
• Contribute to the firm's intellectual capital through research and documentation.

Requirements

• Advanced degree (Master's or Ph.D.) in a quantitative field such as Finance, Mathematics, Statistics, Computer Science, Physics, or Engineering.
• Proven experience (5+ years) in quantitative research, portfolio management, or algorithmic trading.
• Expertise in statistical modeling, econometrics, time series analysis, and machine learning.
• Proficiency in programming languages commonly used in quantitative finance, such as Python (with libraries like NumPy, Pandas, Scikit-learn) and C++.
• Strong experience with financial data sources and analytical tools.
• Deep understanding of financial markets, instruments, and portfolio theory.
• Excellent analytical, problem-solving, and research skills.
• Strong communication skills to articulate complex quantitative concepts to diverse audiences.
• Ability to work independently and collaboratively in a remote setting.

Benefits

• Highly competitive compensation package including base salary, significant bonus, and potential for profit sharing.
• Fully remote work arrangement.
• Comprehensive health, dental, and vision insurance plans.
• Generous retirement savings plan.
• Substantial budget for professional development, including conferences and courses.
• Opportunity to work with world-class quantitative professionals.
• Access to state-of-the-art technology and data infrastructure.
• Flexible work environment focused on results and innovation.