QUANTITATIVE RESEARCH ANALYST

Qualitest Group

V6C

Profil recherché:
About the Role This is a buy-side quantitative research role focused on identifying, validating, and maintaining market signals for a live investment intelligence product. You will determine what constitutes a genuine, tradable signal, apply rigorous statistical standards, and confidently defend the methodology and results to sophisticated financial clients. What You Will Do Own the Signal Set * Evaluate and approve, hold, or deprecate candidate signals generated through the research process. * Assess signal quality using metrics such as Information Coefficient (IC), AUC, hit rate, Voir email sur alljobs.fr, stability, and statistical significance. * Ensure promoted signals pass out-of-sample validation and robustness tests, including placebo and permutation checks. * Distinguish genuine predictive relationships, including inverse signals, from artifacts and implementation errors. Backtesting & Research Design * Own and enhance walk-forward testing methodologies, including purged cross-validation, embargo periods, and fold aggregation. * Design and test multifactor research hypotheses involving sentiment, geography, volatility regimes, and other conditioning factors. * Define and refine promotion thresholds based on evidence and false-discovery risk. * Guard against data leakage, multiple testing bias, survivorship bias, and overfitting. Prediction Quality & Calibration * Monitor forecast performance using accuracy, calibration metrics, Brier scores, reliability curves, and market-specific analyses. * Balance accuracy and coverage by defining defensible confidence thresholds. * Establish abstention policies for low-confidence forecasts. * Benchmark results against naïve baselines and ensure reported performance represents a genuine edge. Monitoring & Signal Decay * Track signal performance using rolling IC, statistical drift, and changepoint detection techniques. * Oversee the resolution process that converts forecasts into realized outcomes and supports performance measurement. Required Qualifications * 5+ years in quantitative research, quantitative analysis, systematic investing, financial data science, or a related role within asset management, hedge funds, trading firms, banks, or financial data providers. * Proven ownership of signal, factor, or predictive-model research. * Strong understanding of financial markets, return forecasting, volatility regimes, and market dynamics. * Deep knowledge of statistical testing, multiple-comparison corrections, rank correlation, ROC/AUC, calibration, and forecasting evaluation. * Experience with time-series modeling, walk-forward validation, holdout design, and look-ahead bias prevention. * Advanced Python skills (pandas, NumPy, SciPy, statsmodels, scikit-learn). * Strong analytical SQL skills. * Demonstrated intellectual rigor and a willingness to challenge and reject unsupported results. Preferred Qualifications * Experience researching alternative data, news, sentiment, filings, or similar datasets. * Familiarity with LightGBM, XGBoost, CatBoost, model stacking, and probability calibration techniques. * Exposure to conformal prediction, selective prediction, abstention frameworks, or decision-threshold optimization. * Experience supporting client-facing or commercially distributed data products. * Familiarity with cloud analytics platforms such as BigQuery, Vertex AI, or equivalent. * Graduate degree in Statistics, Econometrics, Financial Engineering, Mathematics, Physics, or a related quantitative discipline. CFA, CQF, or FRM is a plus.