full-time
Investigador cuantitativo (Quant Researcher)
Aubay Spain
- Employer
- Aubay Spain
- Location
- Spain
- Working pattern
- remote
About the role
Research and analyze market data to develop, validate, and optimize quantitative models and strategies for trading, derivatives valuation, risk, and portfolio construction. Conduct rigorous backtesting and financial machine learning research, evaluate hypotheses and results, and communicate evidence-based findings to traders and portfolio managers. A master's degree in mathematics, physics, statistics, engineering, or quantitative finance is sought, along with strong foundations in probability, advanced statistics, stochastic calculus, linear algebra, optimization, and time series. Candidates should have experience with scientific Python libraries and SQL, quantitative model design and validation, and backtesting; relevant doctoral study, financial machine learning, additional programming languages, and financial markets experience are valued.