Remote Senior Quantitative Analyst - Trading Strategies

Placements24; Upington; Hybrid; ZAR 900,000 - 1,500,000; Full time

Benefits offered by this job

Remote work

Performance bonuses

Equity participation

Health insurance

Job summary

Placements24 is sourcing a Senior Quantitative Analyst for a fully remote global team. You will design, develop, and deploy sophisticated trading strategies, build data pipelines, and work with traders to optimize execution.

The role demands deep expertise in quantitative finance, machine learning, and distributed computing, with a track record of alpha generation and robust risk management. Candidates should hold a Masters/PhD in a quantitative field and at least five years of experience, with

Qualifications

• Master's or PhD in quantitative field such as Financial Engineering, Mathematics, Statistics, CS, Physics.
• Minimum 5 years in quantitative research or algorithmic trading.
• Strong programming in Python/C++/Java/R; experience with ML and econometrics.

Responsibilities

• Research, backtest, and deploy quantitative trading strategies across asset classes.
• Analyze large datasets to identify patterns and predictive signals.
• Build and maintain high-frequency trading infrastructure and algorithms.
• Collaborate with PMs to refine strategies and execution.
• Optimize models for performance, robustness, and scalability.
• Stay updated on research in quantitative finance, ML, and data science.
• Contribute to institutional knowledge through research and sharing.
• Ensure integrity and efficiency of trading systems and data pipelines.
• Perform risk management analysis for quantitative strategies.

Skills

Python

C++

Java

R

Statistical modeling

Time-series analysis

Machine learning

Education

Master's or PhD in quantitative field

Tools

Spark

Hadoop

Job description

Placements24 is sourcing a Senior Quantitative Analyst for a fully remote global team. You will design, develop, and deploy sophisticated trading strategies, build data pipelines, and work with traders to optimize execution.

The role demands deep expertise in quantitative finance, machine learning, and distributed computing, with a track record of alpha generation and robust risk management. Candidates should hold a Masters/PhD in a quantitative field and at least five years of experience, with