Quantitative Analyst (Fully Remote)

About the role

RGG Capital is looking for a Quantitative Analyst to join its data‑driven research team. The role is fully remote and focuses on turning alternative data and sentiment signals into actionable market insights.

Key responsibilities

• Conduct quantitative analysis of hedge‑fund returns, risk metrics, and factor exposures.
• Develop and maintain proprietary frameworks for performance attribution, style‑drift detection, and risk‑adjusted return analysis.
• Build and monitor risk factor models, assess portfolio liquidity, concentration, and counter‑party exposures.
• Acquire, clean, and normalize alternative datasets such as sentiment, social‑media, and ESG data.
• Design predictive models using time‑series analysis, statistical modeling, and machine‑learning techniques.
• Create back‑testing frameworks that incorporate transaction costs and market impact.
• Document research methodology and present findings to the CIO and investment committee.

Required profile

• Bachelor’s or Master’s degree in Finance, Economics, Mathematics, Computer Science, Engineering or a related quantitative discipline.
• At least 1 year of experience in quantitative research, data science or analytics within financial services (buy‑side or sell‑side).
• Proven ability to build, validate and deploy quantitative models in a production environment.

Required skills

• Python
• Pandas
• Numpy
• SQL
• NoSQL
• scikit‑learn
• statsmodels
• Signal Processing
• Time‑series analysis
• Factor modeling