Overview In this role you drive the development of systematic trading strategies using RavenPacks alternative data, collaborating with cross-functional teams to showcase data value to traders and investors. You will lead feature engineering and model development within the QIS team, delivering research-driven insights and practical use cases for clients. You’ll publish white papers to position RavenPack as a thought leader and present strategy results to quantitative analysts. This hybrid role combines independent research with client-facing impact in a innovation-forward, finance-focused environment. Compensaciones / Incentivos * International culture * Competitive salary * Continuous learning * Innovation culture * Relocation assistance to Marbella * Marbella shuttle bus Responsabilidades * Identify and filter predictive signals in datasets to support better decision-making * Design systematic trading strategies across asset classes,



with a focus on equities * Advance feature engineering using analytics products and enriched textual content * Present data-driven research and trading strategies to peers and portfolio managers * Communicate complex analytics concepts clearly to management with actionable insights Requisitos principales * PhD in Quantitative or Computational Finance or related fields including Machine Learning, Econometrics, Applied Mathematics (essential) * Minimum 5 years of experience as a quantitative researcher * Proficiency in Python and SQL * Experience handling large, noisy alternative datasets for feature engineering and backtesting * Strong analytical and problem-solving skills with ability to conduct hypothesis testing * Communication with technical and non-technical stakeholders * Collaborative mindset for cross-team work * Enthusiasm for finance and technology * Python * SQL * Machine Learning

📌 Lead Quantitative Researcher - QIS (Marbella)
🏢 Ravenpack
📍 Marbella