Quantitative Finance Professionals

Quantitative Finance Professionals

VM

• New York, New York (Remote) Hi Everyone, Greetings from the Datamundi Team !! We are seeking an experienced Quantitative Finance Professional with deep expertise in data-driven investing, systematic strategy development, and financial risk management. The ideal candidate will possess strong quantitative research skills, hands-on experience building trading and portfolio models, and advanced Python programming capabilities. This role is best suited for professionals with a background in systematic investing, derivatives, portfolio construction, and statistical alpha generation. Location: USA (Remote)

Engagement Type: Contract – Initial 3 Months

Work Hours: 35 Hours per Week

Pay Rate: $55–$65/hour (Based on Experience)

Background Verification: Mandatory

Equipment: Client laptop provided

Assessment: Mandatory (Candidate must have a Gmail ID) Key Responsibilities Develop, test, and deploy quantitative models for trading and portfolio management

Design and manage systematic, rules-based investment strategies

Perform strategy back-testing using historical market and alternative datasets

Work with derivatives instruments including options, futures, and swaps for hedging and speculative strategies

Calculate and interpret Value at Risk (VaR) and other portfolio risk metrics

Manage market, credit, and liquidity risks

Build and optimize factor-based portfolios (value, momentum, volatility, quality, etc.)

Generate alpha signals using statistical and data-driven methods

Conduct model validation, performance attribution, and sensitivity analysis

Collaborate with cross-functional teams including risk, portfolio management, and technology. Required Skills & Qualifications

Strong academic background in Mathematics, Statistics, Financial Engineering, Economics, or a related quantitative field

Proven experience in Quantitative Finance, Systematic Investing, or Algorithmic Trading

Strong proficiency in Python, including NumPy, Pandas, SciPy, statsmodels, and other analytical libraries

Solid understanding of derivatives pricing, Greeks, and risk modeling

Hands-on experience with VaR models, stress testing, and portfolio risk analytics

Strong understanding of financial markets, asset classes, and macro drivers

Experience in data analysis, model validation, and performance testing

Ability to work independently in a remote contract environment

Preferred Qualifications

Experience with factor investing, statistical arbitrage, or machine learning-based alpha models

Exposure to portfolio optimization techniques

Familiarity with Bloomberg, Refinitiv, or market data APIs

Experience working with large financial datasets and time-series analysis

Why Join

100% remote opportunity within the USA

Competitive hourly compensation

Opportunity to work on advanced quantitative and risk models

Exposure to sophisticated systematic investment strategies

Client-issued laptop for secure work environment

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Link to This Job Location New York, New York (Remote) Department VM Employment Type Freelancer Minimum Experience Experienced Compensation 55-65$ per hour Privacy Policy • Terms of Service • © BambooHR All rights reserved.