pWe are looking for a bQuantitative Data Scientist /b to join our Research and Development Team in Milan. This is a critical, high-impact hire designed to be the bridge between complex quantitative modeling and real-world financial application. /ppThe ideal candidate combines a bstrong financial intuition /b with a "hands-on" attitude. You will be responsible for translating business needs into technical solutions, ensuring our investment strategies are robust, scalable, and aligned with client expectations. You will serve as a bkey integrator /b across research, and investment functions, bringing order to innovation. /ph3bKey Responsibilities /b /h3ulliCritically evaluate bML model outputs /b to ensure alignment with bfinancial theory /b and real-world market dynamics, while accounting for client-specific objectives, constraints, and investment frameworks. /liliTranslate research signals into bactionable investment strategies /b and portfolio construction frameworks. /liliCollaborate with ML researchers to refine models, incorporating financial domain expertise and contributing to model design where needed. /liliDesign, prototype, and scale bquantitative models /b using Python and Java, maintaining a high standard for code quality and modularity. /liliContribute to the bfinancial validation layer /b of the RD cycle by developing and maintaining test frameworks that identify inconsistencies and support continuous model improvement. /liliTranslate complex portfolio objectives into rigorous, testable modeling specifications that bridge the gap between investment intent and algorithmic execution. /liliCollaborate across btechnical workstreams /b to ensure research outputs are aligned with investment objectives and successfully integrated into production workflows.



/li /ulh3bRequirements /b /h3ulliDegree in bFinance, Quantitative Finance, Financial Engineering, Mathematics, or a related field. /b /liliUnderstanding of portfolio construction, asset allocation, and risk management /liliSolid bPython/Java programming skills /b, with experience in financial modeling, data analysis, and working with ML-driven workflows. /liliExperience interpreting, validating, or stress-testing quantitative or bmachine learning models /b (e.g., backtesting, scenario analysis, or model diagnostics). /liliAbility to bridge finance and technology: translate investment concepts into technical requirements and challenge model outputs using real-world financial intuition. /lilibStrong analytical mindset /b with the ability to communicate complex quantitative insights clearly to both technical and business stakeholders. /liliFluent in bEnglish /b (written and spoken). /li /ulh3bBonus Points /b /h3ulliSolid understanding of bGit-based workflows /b (branching, code reviews, version control) in collaborative research or production environments. /liliExperience leveraging bLLMs and AI coding tools /b (e.g., Claude Code, GitHub Copilot) to accelerate prototyping, refactor code, and optimize algorithmic performance. /liliProven ability to thrive in bhigh-pressure, collaborative environments /b, delivering precise results under tight market-driven or project deadlines /li /ulpGet in touch or talk with our customer success. We will walk you through a personalised version of Sphere and show how you can leverage it in your investment process. /ppMDOTM Ltd (FRN: ) is an appointed representative of Thornbridge Investment Management LLP (FRN: ) which is authorised and regulated by the Financial Conduct Authority. /p #J-18808-Ljbffr

📌 Quant Scientist (Remote, US Eastern Time Zone) (Italia)
🏢 Mdotm
📍 Italia