Remote Quantitative Analyst – Markets, Signals & Risk Modeling

eFinancialCareers; United States; Remote; USD 130,000 - 180,000; Full time

Job summary

eFinancialCareers seeks a Quantitative Analyst to join a fully remote research team focused on market insights from alternative data and rigorous quantitative methods. The role involves signal development, model validation, and systematic evaluation across asset classes in a distributed environment.

The ideal candidate has advanced degrees in quantitative fields and strong Python skills, with experience in time-series, statistics, and large datasets.

Qualifications

• Master’s or PhD in Finance, Economics, Mathematics, Statistics, CS, Engineering, or related quantitative discipline.
• Experience in quantitative research, data science, or analytics within financial markets.
• Proven ability to design, implement, and validate quantitative models using real-world market data.
• Strong proficiency in Python for research and modelling (pandas, numpy, scipy, statsmodels, scikit-learn).
• Experience with large datasets and databases (SQL and/or NoSQL).
• Solid foundation in statistics, including regression, time-series analysis, factor modelling, and signal processing.
• Good understanding of financial market structure, pricing dynamics, and liquidity.
• Ability to work effectively in a remote, distributed research environment.

Responsibilities

• Conduct in-depth quantitative analysis of hedge fund performance, including return decomposition, risk metrics, and factor exposures.
• Develop and maintain proprietary analytical frameworks to assess manager skill, performance persistence, and style consistency across market regimes.
• Perform attribution and factor-based analysis to evaluate alignment between managers’ stated investment processes and realised results.
• Build and maintain factor and risk models to analyse correlations, beta exposures, and portfolio overlap across the manager universe.
• Analyse portfolio-level characteristics such as liquidity profiles, concentration, leverage, and counterparty exposures.
• Provide quantitative support to the CIO for manager selection, due diligence, and ongoing monitoring.
• Produce high-quality analytical materials for the investment committee, translating complex quantitative results into actionable insights.
• Source, clean, and normalise alternative datasets, including sentiment, social media, and ESG data.
• Develop predictive models and signals using time-series analysis, statistical techniques, and machine-learning methods.
• Design and maintain robust backtesting frameworks, incorporating transaction costs and market impact.
• Build and monitor risk models and conduct stress testing across different market scenarios.
• Document research methodologies and clearly present findings to internal stakeholders.

Skills

Masters/PhD

Python (pandas)

Quantitative modeling

Time-series analysis

SQL/NoSQL databases

Statistics

Remote collaboration

Education

Master's or PhD in quantitative field

Tools

SQL/NoSQL databases

Python tooling

Cloud platforms

Job description

eFinancialCareers seeks a Quantitative Analyst to join a fully remote research team focused on market insights from alternative data and rigorous quantitative methods. The role involves signal development, model validation, and systematic evaluation across asset classes in a distributed environment.

The ideal candidate has advanced degrees in quantitative fields and strong Python skills, with experience in time-series, statistics, and large datasets.