JOB SUMMARY
Senior Quantitative Researcher to join an early-stage research initiative focused on discovering and validating predictive financial signals within proprietary datasets. This is a highly analytical, research-driven role where you'll develop statistical models, perform rigorous backtesting, and help determine the commercial value of new financial insights. This is not a traditional production Data Science role. You'll spend most of your time conducting quantitative research, building forecasting models, validating hypotheses, and communicating findings that may ultimately evolve into a production solution.

Key Responsibilities
Conduct quantitative research using large proprietary datasets.
Build and validate forecasting models using advanced time series techniques.
Develop and evaluate predictive financial signals through rigorous backtesting.
Apply econometric methods and statistical modeling to identify meaningful market relationships.
Analyze correlations between proprietary data, macroeconomic indicators, and financial markets.
Present research findings and recommendations to technical and business stakeholders.
Collaborate with engineering teams as successful research transitions toward production.

Required Qualifications
Significant experience with time series analysis and forecasting.
Strong background in econometrics, statistical modeling, and quantitative research.
Experience designing rigorous backtesting methodologies and preventing look-ahead bias/data leakage.
Strong Python and SQL skills.
Experience in financial services, quantitative finance, capital markets, investment research, or asset management.
Ability to work independently and thrive in an ambiguous, research-oriented environment.

Preferred Qualifications
Exp with BLS Econometric data
Time Series Analysis Building
Forecasting models/ systems -- most important
Experience building indices
Financial Markets | Time Series Forecasting | Econometrics