Saragossa
Senior Quantitative Scientist - Alternative Data / FinTech - Up to £120k base
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About the Role
Your statistical work will directly shape the methodology of a company built by an Oxford professor and a hedge fund manager, now scaling fast after closing their Series B.
This is a fully remote role, so you work from wherever suits you. No commute, no office politics, just serious quantitative work with people who understand the craft.
You will spend your time building and improving forecasting models, working across time series, regression modelling and seasonality. You will be thinking carefully about how the company analyses data and finding ways to make the methodology sharper, more robust and more defensible. This is not a role where you inherit a finished system and maintain it. You are improving how things are done, and your fingerprints will be on the output.
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The company sits at the intersection of alternative data and financial services, which means the problems are genuinely interesting and the stakes are real. Clients care deeply about accuracy, and you will be the kind of person who does too.
Requirements
- Comfortable in Python
- Solid experience across statistics and quantitative modelling
- Deep experience in at least one advanced area, such as Bayesian modelling, Kalman filtering, change-point detection, or forecast combinations
- Either spent five or more years doing this kind of work professionally, or have a completed PhD in a relevant field
- Full attention to this role, no side projects or part-time arrangements
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