Quantitative Data Scientist - Investment and Portfolio Management Support

Overview

Join a leading global hedge fund within the Portfolio Strategy team based in Madrid, delivering advanced analytics that underpin critical investment decisions. This role offers an exceptional opportunity to engage with real-world investment challenges including forecasting evaluation, strategy assessment, alternative data analysis, and performance measurement. While located in Madrid, the compensation aligns with London standards, providing an attractive balance of professional caliber and lifestyle benefits.

Role Responsibilities

As a quantitative developer and data scientist, you will design and develop production-grade software applications, analytical tools, and dashboards that synthesize diverse datasets. Your work will directly support portfolio managers and analysts, enabling enhanced data interpretation, precise performance metrics, and rigorous strategy evaluation. This position uniquely blends data science expertise, deep market knowledge, and hands-on investment process involvement, empowering decision-makers with robust analytical frameworks to assess investments, stress-test strategies, and evaluate risks from initial data processing through to end-user presentation.

Qualification Requirements

• A quantitative academic background in Mathematics, Statistics, Engineering, Economics, Computer Science, or a related discipline with at least a 2.1 grade; advanced degrees (Master's or PhD) are advantageous.
• Proficient programming skills in Python.
• Comprehensive experience with data engineering workflows including pipeline construction, data cleaning and transformation, alongside applied statistical analysis.
• Understanding of time-series data and familiarity with typical financial data structures.
• Minimum of two years' professional experience in hedge funds, proprietary trading firms, banks, or other relevant financial institutions is preferred.