Lead Quantitative Researcher - Qis - Ravenpack

In this role you drive the development of systematic trading strategies using RavenPack's alternative data, collaborating with cross-functional teams to showcase data value to traders and investors. You will lead feature engineering and model development within the QIS team, delivering research-driven insights and practical use cases for clients. You’ll publish white papers to position RavenPack as a thought leader and present strategy results to quantitative analysts. This hybrid role combines independent research with client-facing impact in a innovation-forward, finance-focused environment.

• International culture
• Continuous learning
• Relocation assistance to Marbella
• Identify and filter predictive signals in datasets to support better decision-making
• Design systematic trading strategies across asset classes, with a focus on equities
• Advance feature engineering using analytics products and enriched textual content
• Present data-driven research and trading strategies to peers and portfolio managers
• Communicate complex analytics concepts clearly to management with actionable insights
• PhD in Quantitative or Computational Finance or related fields including Machine Learning, Econometrics, Applied Mathematics (essential)
• Minimum 5 years of experience as a quantitative researcher
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• Proficiency in Python and SQL
• Experience handling large, noisy alternative datasets for feature engineering and backtesting
• Strong analytical and problem-solving skills with ability to conduct hypothesis testing
• Communication with technical and non-technical stakeholders
• Collaborative mindset for cross-team work
• Enthusiasm for finance and technology
• Python
• SQL

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