Quantitative Finance Professionals

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