Senior Quantitative Engineer — Portfolio Risk & Modeling

Quant Blueprint LLC; Warszawa; On-site; PLN 100,000 - 140,000; Full time

Job summary

Quant Blueprint LLC in Warsaw is looking for a quantitative analyst to manage risk and oversee automated trading. The role involves supervising a research team, designing investment strategies, and conducting advanced quantitative research.

The ideal candidate holds an advanced degree and has over 10 years of experience in quantitative modeling for various asset classes. A keen interest in financial markets is essential.

Qualifications

• Advanced degree and 10+ years in quantitative model development for equities, futures or FX.
• Hands-on experience with the research process from data collection to performance monitoring.
• Curiosity about financial markets and human behavior.

Responsibilities

• Manage portfolio risk by evaluating strategy performance.
• Oversee automated trade execution and monitor costs.
• Supervise team of researchers and developers.
• Design and manage investment strategies using quantitative modeling.
• Perform research to acquire necessary data sources.
• Develop algorithms to link diverse data sets.
• Engineer models for buy/sell recommendations.
• Conduct quantitative research to enhance strategies.

Skills

Quantitative modeling

Research methodology

Data analysis

Statistical modeling

Education

Master’s or Ph.D. in a computational or analytical field

Job description

Quant Blueprint LLC in Warsaw is looking for a quantitative analyst to manage risk and oversee automated trading. The role involves supervising a research team, designing investment strategies, and conducting advanced quantitative research.

The ideal candidate holds an advanced degree and has over 10 years of experience in quantitative modeling for various asset classes. A keen interest in financial markets is essential.