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    Senior Quantitative Researcher – QIS

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    Company NameRavenPack
    Company TypePrivate
    Job TypeFull-Time
    Salary RangeMarket Competitive
    LocationTallinn, Harjumaa, Estonia
    QualificationsNone / No Formal Education
    Experience5 Year+

    Job Overview

    RavenPack is seeking a Senior Quantitative Researcher – QIS to join their team in Tallinn, Estonia. This role involves applying advanced quantitative research techniques to develop and enhance systematic trading strategies for clients in the financial services sector, leveraging RavenPack’s advanced data and AI platform.

    Company Overview

    RavenPack is a leading provider of insights and technology for data-driven companies, trusted by the world’s top hedge funds, banks, and asset managers. Their platform processes over 40,000 sources in 13 languages, delivering crucial sentiment, relevance, and impact scores. In 2024, RavenPack launched Bigdata.com, an agentic AI platform that integrates premium, unique, and real-time financial datasets with powerful search capabilities, redefining how financial professionals leverage AI to unlock smarter, faster decisions. Backed by more than two decades of RavenPack’s AI expertise, the company empowers financial institutions to enhance their AI and predictive analytics capabilities.

    Quick Details

    • Salary Range: Market Competitive
    • Job Type: Full-time
    • Qualifications: None / Open to all applicants
    • Experience: 5 Year+

    Key Responsibilities

    • Conduct advanced quantitative research to develop and refine systematic trading strategies.
    • Analyze large, complex datasets, including alternative data, to identify new alpha signals and market opportunities.
    • Utilize RavenPack’s proprietary platform to extract and leverage sentiment, relevance, and impact scores for financial entities.
    • Collaborate with portfolio managers, data scientists, and engineers to integrate research insights into live trading strategies.
    • Contribute to the design, development, and backtesting of robust quantitative models.
    • Stay at the forefront of developments in quantitative finance, machine learning, and big data technologies.

    Requirements

    • Proven experience (5+ years) in quantitative research within financial services, particularly in systematic strategies.
    • Strong programming skills in Python, R, or similar languages, with experience in data manipulation and statistical libraries.
    • Expertise in statistical modeling, machine learning techniques, and time-series analysis for financial data.
    • Deep understanding of financial markets, asset classes, and various trading strategies.
    • Ability to work effectively with large, unstructured datasets and financial information providers.
    • Excellent problem-solving, analytical, and communication skills, with a focus on delivering actionable insights.

    Benefits

    • Opportunity to work at a leading firm at the intersection of financial data and artificial intelligence.
    • Engage with cutting-edge technologies and advanced quantitative methodologies.
    • Collaborative and innovative work environment with a focus on continuous learning.
    • Contribute to high-impact projects that shape investment decisions for top-tier financial institutions.
    • Professional growth and development opportunities within a dynamic global company.
    • Competitive compensation package and comprehensive benefits.

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