- Company Name
- Smartkarma
- Job Title
- Independent Quantitative Analyst
- Job Description
-
**Job Title:** Independent Quantitative Analyst
**Role Summary:**
Deliver advanced systematic research and proprietary quantitative models for institutional investors. Create and maintain unique datasets, data pipelines, and trading strategies across equities, equity derivatives, and multi‑asset classes. Produce actionable trade and investment ideas, factor and alpha research, and event‑driven frameworks, and provide high‑touch analytical support to select clients.
**Expectations:**
- Produce statistically validated signals and trade ideas that combine market intuition with rigorous statistical learning.
- Maintain differentiated proprietary data sets and modeling pipelines that are difficult to replicate.
- Publish clear, defensible insights for professional investors and defend them in client discussions.
- Deliver high‑touch consultancy to institutional clients, tailoring research to client needs.
**Key Responsibilities:**
- Design, develop, and backtest systematic trading strategies across equities, derivatives, and multi‑asset classes.
- Engineer features, clean and normalize data, and build production‑ready data pipelines and model deployment systems.
- Run robust backtests with realistic frictions, validating performance across multiple horizons.
- Generate factor, risk‑premia, and alpha research, including event‑driven and catalyst playbooks.
- Analyze cross‑asset linkages, regime shifts, and macro themes (risk‑on/off, inflation, rates, liquidity).
- Write concise, structured research notes, publish insights, and present findings in client meetings and discussions.
- Ensure research hygiene and maintain rigorous documentation for reproducibility and auditability.
**Required Skills:**
- Proven experience in systematic strategy development, backtesting, and production deployment.
- Advanced quantitative analysis, statistical learning, and machine learning techniques.
- Strong data engineering skills: data extraction, cleaning, normalization, and pipeline construction.
- Proficiency in programming languages (Python, R, SQL, or equivalent) and quantitative libraries (pandas, NumPy, scikit‑learn, etc.).
- Deep understanding of financial markets, asset pricing, and derivative pricing.
- Excellent written and verbal communication; able to articulate complex research to a professional audience.
**Required Education & Certifications:**
- Bachelor’s (or higher) degree in quantitative disciplines: Finance, Economics, Statistics, Mathematics, Computer Science, Engineering, or related field.
- Minimum 8 years of research, trading, or investment experience with institutional clients.
- Advanced certifications (CFA, CQF, FRM, or equivalent) are desirable but not mandatory.