About Us
At Raven Pack, we are at the forefront of developing the next generation of generative AI tools for the finance industry and beyond. With 20 years of experience as a leading big data analytics provider for financial services, we empower our clients—including some of the world's most successful hedge funds, banks, and asset managers—to enhance returns, reduce risk, and increase efficiency by integrating public information into their models and workflows. Building on this expertise, we are now launching a new suite of Gen AI and Saa S services designed specifically for financial professionals.
Join a Company that is Powering the Future of Finance with AI
Raven Pack has been recognized as the Best Alternative Data Provider by Waters Technology and has been included in this year's Top 100 Next Unicorns by Viva Technology. We recently launched Bigdata.Com, a next-generation platform aimed at transforming financial decision-making.
Join Raven Pack
Raven Pack is searching for a Senior Quantitative Researcher to join the Data Science - QIS Team at our Spanish headquarters, Marbella. We offer competitive compensation, active mentoring, exposure to the top trading firms, and a fun working environment. Relocation assistance is available.
Your Responsibilities
As a Senior Quant Researcher, you will join the Quantitative Investment Strategies (QIS) Team, consisting of four quant researchers dedicated to feature engineering and developing systematic trading strategies. Your work will primarily involve bottom-up research, with some top-down research opportunities. You will create white papers to enhance Raven Pack's reputation as a thought leader in the alternative data industry and present trading strategies to quantitative analysts. You will independently work on practical use cases that demonstrate the value of Raven Pack data. Additionally, your responsibilities will include:
Identifying, validating, and amplifying predictive signals within our data while discerning and filtering out irrelevant information.Formulating systematic trading strategies spanning multiple asset classes with a major focus on equities, enriching security-selection capabilities with Alternative Data across different holding periods.Offering data-driven insights, engaging in discussions about your research, and presenting trading strategies to leading quantitative researchers and portfolio managers in the field.Effectively communicating intricate analytical concepts to management in a clear and concise manner.
#J-18808-Ljbffr