Quantitative Researcher
D
Douro LabsFinancial Infrastructure
Europe - RemoteFull-TimeSenior
Salary not disclosed
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Job Details
- Languages
- English (Fluent)
- Experience
- 5+ years
- Required Skills
- PythonSQL
Requirements
- 5+ years of professional experience in quantitative research, financial engineering, or related quantitative roles
- Expert-level proficiency in Python and SQL
- Deep, practical knowledge of market data systems, and reference data architecture
- Proven experience designing and deploying pricing methodologies for financial assets
- Experience with liquidity measurement, market impact analysis, or similar quantitative market microstructure work
- Strong grasp of how institutional clients evaluate and adopt new data infrastructure
- Demonstrated ability to solve non-trivial problems with minimal guidance
- Ability to communicate advanced quantitative concepts with clarity to audiences ranging from engineers to C-suite executives
Responsibilities
- Design and develop data methodologies that synthesize multiple sources into defensible market signals.
- Develop a deep understanding of available datasets, their limitations, and optimal use cases.
- Implement data signals with direct impact on revenue and institutional adoption.
- Leverage advanced proficiency in Python, SQL, and statistical programming to move from exploratory analysis to production systems.
- Demonstrate mastery in time-series analysis, pattern recognition, and large-scale data problems.
- Apply expertise in asset pricing, liquidity measurement, and market data systems.
- Serve as the subject matter expert representing quantitative products to institutional clients.
- Translate sophisticated financial engineering concepts into clear, logical explanations for non-technical audiences.
- Relay market feedback from institutional partners back to product and engineering teams.
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