Quantitative Researcher at Jobgether

, , Portugal -

Full Time

Start Date

Immediate

Expiry Date

20 Aug, 26

Salary

0.0

Posted On

22 May, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Python, SQL, Quantitative Research, Financial Engineering, Statistical Analysis, Data Modeling, Time-series Analysis, Market Microstructure, Asset Pricing, Liquidity Measurement, Pricing Methodologies, Data Architecture

Industry

Internet Marketplace Platforms

Description

This position is posted by Jobgether on behalf of a partner company. We are currently looking for a Quantitative Researcher in Portugal. In this role, you will shape the foundations of institutional-grade market infrastructure by designing advanced pricing methodologies and quantitative data products used across modern financial markets. You will work at the intersection of quantitative research, financial engineering, and data architecture, helping create transparent and reliable market signals for sophisticated institutional clients. Operating in a fast-paced, remote-first environment, you will collaborate with globally distributed teams across engineering, product, and business functions. This position combines deep technical expertise with strategic client interaction, offering the opportunity to influence how emerging financial ecosystems evolve. You will solve complex market structure challenges, contribute directly to product innovation, and communicate advanced concepts to both technical and executive audiences. The role is ideal for analytical thinkers who thrive in dynamic environments and enjoy building scalable solutions with measurable market impact. \n Accountabilities: Design and develop quantitative methodologies that combine multiple market and reference data sources into robust and defensible pricing and indexing models. Analyze complex datasets to identify meaningful market signals, optimize data quality, and support institutional-grade financial infrastructure solutions. Build and deploy quantitative systems using Python, SQL, and statistical programming techniques, transitioning research models into scalable production environments. Apply expertise in time-series analysis, market microstructure, liquidity measurement, and asset pricing to improve pricing transparency and reliability. Act as a subject matter expert for quantitative products, presenting methodologies and technical concepts to institutional clients, exchanges, and executive stakeholders. Collaborate with engineering, product, and commercial teams to integrate market feedback into product development and strategic initiatives. Support the continuous evolution of market infrastructure by contributing innovative ideas, research, and best practices in quantitative finance and data architecture. Requirements: Minimum of 5 years of professional experience in quantitative research, financial engineering, or a related quantitative discipline. Expert-level proficiency in Python and SQL, with strong capabilities in statistical analysis and data modeling. Deep understanding of market data systems, reference data architecture, and financial asset pricing methodologies. Proven experience designing and implementing pricing models, liquidity analysis frameworks, or market impact measurement solutions. Strong analytical and problem-solving skills with the ability to work independently and manage complex quantitative challenges with minimal supervision. Excellent communication and presentation skills, with the ability to explain sophisticated quantitative concepts clearly to both technical and non-technical audiences. Familiarity with institutional financial markets and an understanding of how enterprise clients evaluate market infrastructure solutions. Experience within quantitative trading firms, hedge funds, exchanges, market data providers, or decentralized finance ecosystems is considered a strong advantage. Exposure to index design, market infrastructure innovation, or next-generation financial systems is highly desirable. Benefits: Fully remote-first work environment across Europe with flexible working arrangements. Opportunity to work on cutting-edge quantitative challenges within modern financial infrastructure and digital asset markets. International and highly collaborative team culture spanning multiple regions and disciplines. Exposure to high-impact institutional projects with direct influence on product strategy and market adoption. Fast-paced, innovation-driven environment offering strong professional growth opportunities. Competitive compensation package aligned with experience and expertise. Opportunity to collaborate with top-tier technical, quantitative, and business professionals across the global financial ecosystem. \n How Jobgether works: We use an AI-powered matching process to ensure your application is reviewed quickly, objectively, and fairly against the role's core requirements. Our system identifies the top-fitting candidates, and this shortlist is then shared directly with the hiring company. The final decision and next steps (interviews, assessments) are managed by their internal team. We appreciate your interest and wish you the best! Why Apply Through Jobgether? Data Privacy Notice: By submitting your application, you acknowledge that Jobgether will process your personal data to evaluate your candidacy and share relevant information with the hiring employer. This processing is based on legitimate interest and pre-contractual measures under applicable data protection laws (including GDPR). You may exercise your rights (access, rectification, erasure, objection) at any time. #LI-CL1

Responsibilities

Design and develop quantitative pricing methodologies and indexing models using Python and SQL to support institutional-grade market infrastructure. Collaborate with global teams to transition research models into scalable production environments and present technical concepts to institutional clients.