financial quantitative analyst

Intex Solutions

<div><p>Location: Needham, MA</p>
<div><div><div><h2 class="jobSectionHeader"><b>About the role</b></h2>
<h3 class="jobSectionHeader"><b>If you are ready to take the next step, invest your mind in Intex. Join the team at our growing company providing banks, insurance firms and other large financial institutions with innovative software to structure and analyze structured-finance securities. This is a fast-paced and challenging environment, where you&rsquo;ll work with some of the brightest people around, in a dynamic, open, and fun setting.
</b></h3><h2 class="jobSectionHeader"><b>Responsibilities</b></h2>
<ul><li>Construct and calibrate complex securitization cashflow models</li>
<li>Provide intensive client support of cashflow model function within Intex&rsquo;s core products</li>
<li>Work with the development team to enhance Intex&rsquo;s modeling language and products to adapt to latest structural innovations
</li><li>Design, implement and support automation procedures and quality assurance</li>
<li>Provide technical support to sales team via on-site visits, industry conferences, and web-based product demonstrations</li>
</ul><h2 class="jobSectionHeader"><b>Qualifications Include:</b></h2>
<ul><li>Exceptional quantitative and problem-solving skills</li>
<li>Strong attention to detail</li>
<li>Willingness to improve existing systems to make them more efficient</li>
<li>Motivated self-starter with strong ability to work independently and as part of a team</li>
<li>Ability to communicate proactively and openly with coworkers and external clients</li>
<li>Quantitative Degree (e.g. Economics, Mathematics, Physics, Computer Science, or Engineering)</li>
<li><i>Looking for applicants with 2+ year&rsquo;s experience in a quantitative position</i></li>
</ul><h2 class="jobSectionHeader"><b>About us</b></h2>
<p>Intex Solutions, Inc. is the world's leading provider of structured fixed-income cashflow models and related analytical software. Our clients include many hundreds of the world's best known financial institutions including most major investment banks, regional broker dealers, issuers and investment managers. Intex was founded in 1985, and remains an independent, privately-held company with headquarters near Boston, Massachusetts. Intex also supports its many international clients with staff and representatives in London, Tokyo and Shanghai.<br>
<br>
Please e-mail your resume (include the Job Code CLOMOD in your &ldquo;Subject:&rdquo; line) to: jobs@intex.com<br>
<br>
<i>Intex is an Equal Opportunity Employer</i></p></div></div></div></div>

Quantitative Analyst – CLO Modeling

Mr. Cooper

<div><div>At Mr. Cooper Group, You Make the Dream Possible.</div><div></div><div>
Our purpose is simple: Keeping the dream of homeownership alive. As a Mr. Cooper Group team member, you play a big role in making that dream possible. Around here, we know our roles and work together, volunteer to make a difference, and challenge the status quo when needed. Everything we do is in the care and service of our teammates and our customers.</div><div></div><div>
Join us and make the dream of home ownership possible!</div><div>
Design and develop quantitative models using statistical analysis, mathematical modeling, and programming languages like Python, R, or MATLAB. Analyze large datasets to extract meaningful insights, identify trends, correlations, and patterns relevant to the development of quantitative models. Implement and validate statistical techniques, machine learning algorithms, and financial models to support decision-making processes.<br>
Validate models by comparing outputs against historical data and market observations, ensuring accuracy and reliability.<br>
Document model methodologies, validation procedures, and results comprehensively to comply with regulatory requirements and facilitate knowledge sharing.<br>
Assess and mitigate risks associated with quantitative models, ensuring models adhere to risk management policies and guidelines.</div><div></div><div><div><div><div><div><div><div><div><br>
Mr. Cooper Group is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or status as a protected veteran. EOE/M/F/D/V</div></div></div></div></div></div></div></div><div></div><div>
Job Requisition ID:</div>
024449<div></div><div>
Job Category:</div>
Business Operations<div></div><div>
Primary Location City:</div>
Chennai<div></div><div>
Primary Location Region:</div>
Tamil Nādu<div></div><div>
Primary Location Postal Code:</div>
600089<div></div><div>
Primary Location Country:</div>
India<div></div><div>
Additional Posting Location(s):</div></div><div></div>

Quantitative Analyst II

Revolut

<div><b>About Revolut</b><p></p><p>
People deserve more from their money. More visibility, more control, and more freedom. Since 2015, Revolut has been on a mission to deliver just that. Our powerhouse of products &mdash; including spending, saving, investing, exchanging, travelling, and more &mdash; help our 70+ million customers get more from their money every day.</p><p>
As we continue our lightning-fast growth,&zwnj; 2 things are essential to our success: our people and our culture. In recognition of our outstanding employee experience, we've been certified as a Great Place to Work&trade;. So far, we have 13,000+ people working around the world, from our offices and remotely, to help us achieve our mission. And we're looking for more brilliant people. People who love building great products, redefining success, and turning the complexity of a chaotic world into the simplicity of a beautiful solution.</p><p></p><b>
About the role</b><p></p><p>
Our Wealth &amp; Trading team is at the forefront of redefining how people invest, using data-driven tools to make smarter financial decisions accessible to everyone. We operate with precision and expertise, building cutting-edge solutions that empower customers worldwide.</p><p>
We're looking for Quant Research Analysts to lead the development of automated investment recommendation systems and construct active multi-asset strategies.</p><p>
You'll leverage your expertise in corporate finance and fundamental analysis to design and refine models that emulate top-tier research analysts.</p><p>
Up to shape what&rsquo;s next in finance? Let&rsquo;s get in touch.</p><p></p><b>
What you'll be doing</b><p></p><ul><li>
Leading the development of automated analysis frameworks for multiple asset classes that incorporate fundamental analysis techniques</li><li>
Collaborating with Software Engineers to design, test, and refine algorithms that generate reliable and insightful investment recommendations</li><li>
Conducting hypothesis testing and backtesting to validate the accuracy and performance of models</li><li>
Integrating macroeconomic trends and sector-specific insights into the recommendation engine to deliver relevant, contextualised advice</li><li>
Constructing multi-asset investment strategies leveraging quantitative models</li><li>
Partnering with UX/UI Designers to create a user-friendly, transparent presentation of recommendations within the app</li><li>
Ensuring full compliance with regulatory standards surrounding investment advice and financial promotions</li></ul><p></p><b>
What you'll need</b><p></p><ul><li>
2+ years of experience in quantitative investment research in equity or fixed income, with a proven ability to evaluate and generalise across industries and markets</li><li>
Solid knowledge of quantitative and statistical tooling applied to systematic investment decisions</li><li>
The ability to interpret financial statements, assess valuation multiples, and develop insightful investment theses</li><li>
A STEM education background</li></ul><p></p><b>
Nice to have</b><p></p><ul><li>
Experience in manager selection, building systematic bond portfolios, designing long-short strategies, tactical asset allocation, and/or portfolio construction</li><li>
CFA qualifications or significant progress toward the certification</li></ul><p></p><p><i>
Building a global financial super app isn&rsquo;t enough. Our Revoluters are a priority, and that&rsquo;s why in 2021 we launched our inaugural D&amp;I Framework, designed to help us thrive and grow everyday. We're not just doing this because it's the right thing to do. We&rsquo;re doing it because we know that seeking out diverse talent and creating an inclusive workplace is the way to create exceptional, innovative products and services for our customers. That&rsquo;s why we encourage applications from people with diverse backgrounds and experiences to join this multicultural, hard-working team.</i></p><p><b><i>
Important notice for candidates:</i></b></p><p><i>
Job scams are on the rise. Please keep these guidelines in mind when applying for any open roles.</i></p><ul><li><b><i>Only apply through official Revolut channels.</i></b><i> We don&rsquo;t use any third-party services or platforms for our recruitment.</i></li><li><b><i>Always double-check the emails you receive.</i></b><i> Make sure all communications are being done through official Revolut emails, with an @revolut.com domain.</i></li></ul><p><b><i>
We won't ask for payment or personal financial information during the hiring process.</i></b><i> If anyone does ask you for this, it&rsquo;s a scam. Report it immediately.</i></p><p><i>
By submitting this application, I confirm that all the information given by me in this application for employment and any additional documents attached hereto are true to the best of my knowledge and that I have not wilfully suppressed any material fact. I confirm I have disclosed if applicable any previous employment with Revolut. I accept that if any of the information given by me in this application is in any way false or incorrect, my application may be rejected, any offer of employment may be withdrawn or my employment with Revolut may be terminated summarily or I may be dismissed. By submitting this application, I agree that my personal data will be processed in accordance with Revolut's </i><i>Candidate Privacy Notice</i></p><p>
Notice: This is a remote position based in United Arab Emirates.</p></div>

Quant Research Analyst

Guires Solutions Private Limited

<p>Job Title</p><p><b>Freelance Secondary Data Collection Specialist (Quantitative &amp; Qualitative)</b></p><p>Experience</p><p><b>Minimum 2+ years</b></p><p>Role Overview</p><p>We are seeking an experienced <b>Freelance Secondary Data Collection Specialist</b> with strong domain knowledge to support research and analytics projects. The role involves collecting, validating, and organizing <b>quantitative and qualitative secondary data</b> from multiple sources and formats across all regions of India.</p><p>Key Responsibilities</p><ul><li>Collect secondary data (quantitative &amp; qualitative) from reliable sources across <b>Pan India</b></li><li>Source data from all commonly used data collection formats, including:</li><li>Government portals, public databases, and statistical reports</li><li>Industry reports, market research studies, and whitepapers</li><li>Academic journals, publications, and policy documents</li><li>Digital platforms, dashboards, and archived datasets</li><li>Assess data quality, credibility, and relevance</li><li>Clean, structure, and document data for analysis and reporting</li><li>Maintain proper source referencing and data documentation</li><li>Deliver data within agreed timelines and project scopes</li><li>Coordinate remotely with internal teams and project stakeholders</li></ul><p>Required Skills &amp; Qualifications</p><ul><li><b>2+ years of experience</b> in secondary data collection or research</li><li>Strong knowledge of <b>quantitative and qualitative research methods</b></li><li>Proven ability to work with diverse data formats and sources</li><li>Solid domain expertise relevant to research objectives</li><li>Experience collecting data from <b>multiple Indian regions</b></li><li>Strong analytical, organizational, and documentation skills</li><li>Ability to work independently and meet deadlines in a freelance setup</li></ul><p>Preferred Qualifications</p><ul><li>Background in market research, policy research, social research, or analytics</li><li>Familiarity with Excel/Google Sheets and basic data management tools</li><li>Experience working on short-term or project-based research assignments</li></ul><p><b>Gray</b></p><p>+91 95661 33822</p><p>Job Types: Freelance, Volunteer<br/>Contract length: 2 months</p><p>Pay: From ₹5,000.00 per month</p><p>Work Location: Remote</p>

Freelance Finance Secondary Data Collection Specialist (Quantitative & Qualitative)

Information Technology Senior Management Forum

<div><div><p>Posted Date</p>
<p>2/20/2026</p>
</div><div><p>Description</p>
<div>Senior Associate, Quantitative Analyst - Commercial Credit Modeling Team<p>
At Capital One data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making.</p><p>
As a Quantitative Analyst at Capital One, you&rsquo;ll be part of a team that&rsquo;s leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives.</p><p>
Capital One&rsquo;s Commercial Bank Team has a $100B+ loan portfolio that has grown organically and via acquisitions, covering C&amp;I, CRE, and Structured Products. On this team, you&rsquo;ll get an opportunity to solve a diverse set of problems with a diverse set of tools. In some settings, you&rsquo;ll leverage open source programming or cloud computing to predict credit risk loss across multi-million record datasets using statistical techniques. In other settings, you&rsquo;ll get the opportunity to use completely different skill sets, blending business thinking with simulation and quantitative tools when forecasting rare or unprecedented events. It&rsquo;s a growing team full of exciting opportunities to solve a range of complex problems.</p><p><b>
Responsibilities and Skills:</b></p><ul><li>
Develop credit risk models for various business applications, including internal risk rating, loss forecasting, stress testing, pricing for Structured Products</li><li>
Partner with the business analyst team to enhance modeling and analytical frameworks to generate business insights and drive changes</li><li>
Proactively identify opportunities to apply quantitative methods and automation solutions to improve model performance and process efficiencies</li><li>
Collaborate with implementation and data infrastructure team to build cloud-based solutions for model deployment, monitoring, and maintenance</li><li>
Work effectively with challenge functions to ensure prompt and comprehensive support for model governance</li></ul><p><b>
Expertise in quantitative analysis is central to our success in all markets. Our modelers thrive in a culture of mutual respect, excellence and innovation.</b></p><p><b>
Successful candidates will possess:</b></p><ul><li>
Excellent coding skills in Python (must-have) and/or R (good to have) with self-drive to create accurate, efficient, and organized code using industry best practices</li><li>
Hands-on experience utilizing data analysis and visualization packages to gain insights from large datasets</li><li>
Deep understanding of quantitative analysis methods with practical considerations under the context of financial institutions and/or commercial bank lending</li><li>
Demonstrated track-record in applying statistical, machine learning and/or econometric analysis to solve business problems</li><li>
Drive to develop and maintain high quality and transparent model documentation</li><li>
Strong communication skills both written and verbal, and storytelling skills for presentations</li><li>
Experience with simulation-based modeling approach, stochastic processes, etc</li><li>
Appreciation for processes, controls, and good governance</li></ul><p><b>
Basic Qualifications:</b></p><ul><li>
Currently has, or is in the process of obtaining <b>one of the following</b><b> </b>with an expectation that the required degree will be obtained on or before the scheduled start date:<ul><li>
A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 3 years of experience performing data analytics</li><li>
A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 1 year of experience performing data analytics</li></ul></li></ul><p><b>
Preferred Qualifications:</b></p><ul><li>
Master&rsquo;s Degree or PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related discipline</li><li>
At least 2 years of experience with data analysis</li><li>
At least 1 year of experience with Python, R or other statistical analyst software</li></ul><p><b>
Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.</b></p><p>
The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.</p>
McLean, VA: $135,600 - $154,800 for Sr Assoc,Quantitative Analysis<p></p><p><br>
Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate&rsquo;s offer letter.</p>
This role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan.<p>
Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.</p>
This role is expected to accept applications for a minimum of 5 business days.No agencies please. Capital One is an equal opportunity employer (EOE, including disability/vet) committed to non-discrimination in compliance with applicable federal, state, and local laws. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City&rsquo;s Fair Chance Act; Philadelphia&rsquo;s Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.<p>
If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at RecruitingAccommodation@capitalone.com. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.</p><p>
For technical support or questions about Capital One's recruiting process, please send an email to Careers@capitalone.com</p><p>
Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.</p><p>
Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).</p>
Senior Associate, Quantitative Analyst - Commercial Credit Modeling Team<p>
At Capital One data is at the center of everything we do. As a startup, we disrupted the credit card industry by individually personalizing every credit card offer using statistical modeling and the relational database, cutting edge technology in 1988! Fast-forward a few years, and this little innovation and our passion for data has skyrocketed us to a Fortune 200 company and a leader in the world of data-driven decision-making.</p><p>
As a Quantitative Analyst at Capital One, you&rsquo;ll be part of a team that&rsquo;s leading the next wave of disruption at a whole new scale, using the latest in cloud computing and machine learning technologies and operating across billions of customer records to unlock the big opportunities that help everyday people save money, time and agony in their financial lives.</p><p>
Capital One&rsquo;s Commercial Bank Team has a $100B+ loan portfolio that has grown organically and via acquisitions, covering C&amp;I, CRE, and Structured Products. On this team, you&rsquo;ll get an opportunity to solve a diverse set of problems with a diverse set of tools. In some settings, you&rsquo;ll leverage open source programming or cloud computing to predict credit risk loss across multi-million record datasets using statistical techniques. In other settings, you&rsquo;ll get the opportunity to use completely different skill sets, blending business thinking with simulation and quantitative tools when forecasting rare or unprecedented events. It&rsquo;s a growing team full of exciting opportunities to solve a range of complex problems.</p><p><b>
Responsibilities and Skills:</b></p><ul><li>
Develop credit risk models for various business applications, including internal risk rating, loss forecasting, stress testing, pricing for Structured Products</li><li>
Partner with the business analyst team to enhance modeling and analytical frameworks to generate business insights and drive changes</li><li>
Proactively identify opportunities to apply quantitative methods and automation solutions to improve model performance and process efficiencies</li><li>
Collaborate with implementation and data infrastructure team to build cloud-based solutions for model deployment, monitoring, and maintenance</li><li>
Work effectively with challenge functions to ensure prompt and comprehensive support for model governance</li></ul><p><b>
Expertise in quantitative analysis is central to our success in all markets. Our modelers thrive in a culture of mutual respect, excellence and innovation.</b></p><p><b>
Successful candidates will possess:</b></p><ul><li>
Excellent coding skills in Python (must-have) and/or R (good to have) with self-drive to create accurate, efficient, and organized code using industry best practices</li><li>
Hands-on experience utilizing data analysis and visualization packages to gain insights from large datasets</li><li>
Deep understanding of quantitative analysis methods with practical considerations under the context of financial institutions and/or commercial bank lending</li><li>
Demonstrated track-record in applying statistical, machine learning and/or econometric analysis to solve business problems</li><li>
Drive to develop and maintain high quality and transparent model documentation</li><li>
Strong communication skills both written and verbal, and storytelling skills for presentations</li><li>
Experience with simulation-based modeling approach, stochastic processes, etc</li><li>
Appreciation for processes, controls, and good governance</li></ul><p><b>
Basic Qualifications:</b></p><ul><li>
Currently has, or is in the process of obtaining <b>one of the following</b><b> </b>with an expectation that the required degree will be obtained on or before the scheduled start date:<ul><li>
A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) plus 3 years of experience performing data analytics</li><li>
A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, or a related quantitative field) or an MBA with a quantitative concentration plus 1 year of experience performing data analytics</li></ul></li></ul><p><b>
Preferred Qualifications:</b></p><ul><li>
Master&rsquo;s Degree or PhD in Statistics, Economics, Mathematics, Financial Engineering, Operations Research, Engineering, Finance, Physics or related discipline</li><li>
At least 2 years of experience with data analysis</li><li>
At least 1 year of experience with Python, R or other statistical analyst software</li></ul><p><b>
Capital One will consider sponsoring a new qualified applicant for employment authorization for this position.</b></p><p>
The minimum and maximum full-time annual salaries for this role are listed below, by location. Please note that this salary information is solely for candidates hired to perform work within one of these locations, and refers to the amount Capital One is willing to pay at the time of this posting. Salaries for part-time roles will be prorated based upon the agreed upon number of hours to be regularly worked.</p>
McLean, VA: $135,600 - $154,800 for Sr Assoc,Quantitative Analysis<p></p><p><br>
Candidates hired to work in other locations will be subject to the pay range associated with that location, and the actual annualized salary amount offered to any candidate at the time of hire will be reflected solely in the candidate&rsquo;s offer letter.</p>
This role is also eligible to earn performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI). Incentives could be discretionary or non discretionary depending on the plan.<p>
Capital One offers a comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being. Learn more at the Capital One Careers website. Eligibility varies based on full or part-time status, exempt or non-exempt status, and management level.</p>
This role is expected to accept applications for a minimum of 5 business days.No agencies please. Capital One is an equal opportunity employer (EOE, including disability/vet) committed to non-discrimination in compliance with applicable federal, state, and local laws. Capital One promotes a drug-free workplace. Capital One will consider for employment qualified applicants with a criminal history in a manner consistent with the requirements of applicable laws regarding criminal background inquiries, including, to the extent applicable, Article 23-A of the New York Correction Law; San Francisco, California Police Code Article 49, Sections 4901-4920; New York City&rsquo;s Fair Chance Act; Philadelphia&rsquo;s Fair Criminal Records Screening Act; and other applicable federal, state, and local laws and regulations regarding criminal background inquiries.<p>
If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation, please contact Capital One Recruiting at 1-800-304-9102 or via email at RecruitingAccommodation@capitalone.com. All information you provide will be kept confidential and will be used only to the extent required to provide needed reasonable accommodations.</p><p>
For technical support or questions about Capital One's recruiting process, please send an email to Careers@capitalone.com</p><p>
Capital One does not provide, endorse nor guarantee and is not liable for third-party products, services, educational tools or other information available through this site.</p><p>
Capital One Financial is made up of several different entities. Please note that any position posted in Canada is for Capital One Canada, any position posted in the United Kingdom is for Capital One Europe and any position posted in the Philippines is for Capital One Philippines Service Corp. (COPSSC).</p></div>
</div><div><p>Salary</p><p>
135,600.00 - 154,800.00 Annual</p>
</div><div></div><div><div><p>Type</p><div><p>
Full-time</p></div></div></div></div>

Senior Associate, Quantitative Analyst - Commercial Credit Modeling Team

Origin Harbor Capital Solutions

<div><div>Summary</div><div>
The Multi-Asset Solutions Team (MAST) manages a suite of active investment ETFs and delivers standard and customized multi-asset portfolio solutions across approximately $5 billion in AUM. Portfolios span U.S. and international equities, fixed income, and commodities.</div><div></div><div>
MAST&rsquo;s investment process combines systematic quantitative models with a qualitative investment overlay. The Quantitative Research function is central to this process, designing, maintaining, and enhancing the models that translate market and macroeconomic information into portfolio allocations. These include:</div><ul><li>
Market regime and business-cycle detection models</li></ul><ul><li>
State-space and signal-aggregation frameworks</li></ul><ul><li>
Bespoke portfolio optimization engines</li></ul><ul><li>
Scenario analysis and Monte Carlo simulations for outcome evaluation</li></ul><div></div><div>
The Quantitative Research Analyst plays a hands-on role in both portfolio production and model development, working closely with portfolio managers and the trade operations to ensure research insights are translated into robust, implementable portfolios.
</div><div></div><div>Key Responsibilities</div><div>
The Quantitative Analyst will:</div><ul><li>
Own the day-to-day operation of MAST&rsquo;s systematic portfolio process</li></ul><ul><li>
Produce optimized and implementation-ready portfolios for PM review</li></ul><ul><li>
Apply and document investment overrides, translating model output into tradeable portfolios</li></ul><ul><li>
Conduct independent research to improve signals, models, and portfolio construction</li></ul><div></div><div>
This role sits at the intersection of research, portfolio management, and implementation, and requires both strong quantitative skills and sound investment judgment.</div><div></div><div>
Portfolio Production &amp; Implementation</div><ul><li>
Run and maintain the systematic portfolio construction process</li></ul><ul><li>
Generate optimized and implementation portfolios and explain key drivers of allocations</li></ul><ul><li>
Partner with PMs to assess model output, apply overrides, and prepare portfolios for execution</li></ul><ul><li>
Ensure consistency, accuracy, and robustness of production outputs</li></ul><div></div><div>
Research &amp; Model Development</div><ul><li>
Research and develop quantitative methods for asset allocation, regime modeling, and portfolio optimization</li></ul><ul><li>
Enhance existing models and analytics through data, methodology, or implementation improvements</li></ul><ul><li>
Perform back-testing, scenario analysis, and sensitivity studies</li></ul><ul><li>
Conduct ad hoc quantitative analyses to support investment decisions</li></ul><div></div><div>
Key Behavioral Expectations</div><div>
Drives for Results</div><ul><li>
Demonstrates ownership, accountability, and urgency</li></ul><ul><li>
Delivers high-quality output aligned with Harbor&rsquo;s investment objectives</li></ul><div></div><div>
Unleashes Innovation</div><ul><li>
Actively explores new ideas, techniques, and data sources</li></ul><ul><li>
Challenges existing approaches while maintaining discipline and rigor</li></ul><div></div><div>
Communication &amp; Engagement</div><ul><li>
Clearly articulates complex ideas and recommendations</li></ul><ul><li>
Engages effectively with PMs, peers, and cross-functional partners</li></ul><div></div><div>
Minimum Qualifications</div><ul><li>
Bachelor&rsquo;s degree in a quantitative discipline (e.g., data science, finance, economics, mathematics, statistics, physics); advanced degree preferred</li></ul><ul><li>
Strong proficiency in Python; experience with databases and data pipelines preferred</li></ul><ul><li>
The ideal candidate would have a solid understanding of financial markets as well as strong quantitative (data science) background. However, a candidate with either skill will be considered if they have a desire to learn the other</li></ul><ul><li>
3&ndash;5 years of relevant investment or quantitative research experience preferred</li></ul><ul><li>
Progress toward the CFA designation is a plus</li></ul><div></div><div>
Knowledge, Skills, &amp; Abilities Required</div><div>
The ideal candidate is intellectually curious, outcome-driven, and able to exercise sound judgment in ambiguous situations. They are comfortable working across multiple initiatives and functions in a fast-paced investment environment.</div><ul><li>
Strong analytical and quantitative reasoning skills</li></ul><ul><li>
Experience with advanced statistical, machine learning or data science methods preferred</li></ul><ul><li>
Ability to translate quantitative output into investment-relevant insights</li></ul><ul><li>
Comfortable working independently and collaboratively in a fast-paced investment environment
</li></ul><div></div><div>Preferred Skills</div><ul><li>
Experience with large, complex financial or macroeconomic datasets</li></ul><ul><li>
Familiarity with portfolio analytics, factor models, and back-testing frameworks</li></ul><ul><li>
Experience with relational databases (e.g., SQL Server, Postgres)</li></ul><ul><li>
Interest in building production-quality research tools and APIs</li></ul><div></div><div>
Compensation Pay Range: This position offers a competitive base salary range of $170,000&ndash;$200,000, commensurate with experience and qualifications.</div></div>

Quantitative Research Analyst

Moreton Capital Partners

<div><h3 class="jobSectionHeader"><b>Quant Researcher &ndash; Systematic Commodities Hedge Fund</b></h3><p>
Moreton Capital Partners is seeking a talented Quant Researcher to help build the next generation of alpha signals in commodity futures. Our research is grounded in advanced machine learning, robust testing frameworks, and a deep understanding of global commodity markets.</p><p>
This role is central to our mission: you&rsquo;ll take ownership of designing, testing, and refining predictive models that directly feed into live trading portfolios.</p><p></p><h3 class="jobSectionHeader"><b>
Key Responsibilities</b></h3><ul>
<li>Research, prototype, and validate systematic trading signals across commodities using advanced ML methods.</li>
<li>Design and implement rigorous backtests with realistic frictions, walk-forward validation, and robust statistical tests.</li>
<li>Engineer and evaluate novel features from prices, fundamentals, positioning, options data, and alternative datasets (e.g., satellite, weather and global commodity cash pricing).</li>
<li>Blend multiple alpha forecasts into meta-models and portfolio signals, leveraging ensemble and Bayesian methods.</li>
<li>Develop portfolio construction and optimization techniques and analysis tools to be able to enhance performance and track effects on portfolio execution.</li>
<li>Collaborate with developers to transition research into production-ready strategies.</li>
<li>Monitor live performance, attribution, and model drift, ensuring continual improvement of the alpha library.</li>
</ul><p><b>Requirements</b></p><ul><li>
Masters or PhD in either Statistics, Economics, Computer Science.</li></ul><ul>
<li>Strong background in machine learning and statistical modelling (tree-based models, regularization, time-series ML).</li>
<li>Proficiency in Python (pandas, NumPy, scikit-learn, XGboost, PyTorch/TensorFlow).</li>
<li>Understanding of time-series forecasting, cross-validation techniques, and avoiding look-ahead bias.</li>
<li>Academic experience in research and proven ability to translate academic work to production code.</li>
<li>Prior exposure to systematic trading or financial modelling.</li>
<li>Ability to design experiments, interpret results, and iterate quickly in a research environment.</li>
</ul><p></p><p><b>Bonus points for:</b></p><ul>
<li>Knowledge of commodities (agriculture, energy, metals) or macro markets.</li>
<li>Experience with feature engineering on non-traditional datasets (options positioning, weather, satellite).</li>
<li>Experience collaborating in version control environments.</li>
<li>Familiarity with portfolio optimization, risk parity, or Bayesian model averaging.</li>
<li>Publications, Kaggle competitions, or research track record demonstrating applied ML excellence.</li>
</ul><p><b>Benefits</b></p><ul>
<li>
Direct impact: Your alphas will go live into production portfolios, with real capital behind them.</li>
<li>Research-first culture: We value deep thinking, novel approaches, and systematic rigor.</li>
<li>Close collaboration across a global team.</li>
<li>Career growth: Clear trajectory to senior researcher roles as we scale AUM and expand product lines.</li>
<li>Attractive compensation: Highly competitive base salary and annual bonus that scales as the business grows.</li>
<li>Positive, inclusive and encouraging work environment.</li></ul></div>

Quant Researcher - Systematic Commodities Hedge Fund

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