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Contract quantitative equity analyst

Sydney
Attalis Capital
Posted: 31 July
Offer description

Contract Quantitative Equity Analyst & Python Developer


Contract Quantitative Equity Analyst & Python Developer

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* Contract Quantitative Equity Analyst / Python Developer – remote, flexible hours
* Focus on deploying market‑neutral Australian equity strategies
* Immediate mandate to review, optimise and extend an existing live Python stack

Why Join

* Blend green‑field research freedom with a robust code base ready for enhancement
* Collaborate with founder‑CIOs who value speed, autonomy and pragmatic problem‑solving

Initial Mandate

* Audit current Python modules for earnings momentum, risk and execution
* Enrich the momentum factor by harvesting analyst EPS revisions from FactSet
* Convert a MATLAB dividend arbitrage strategy to Python and push to production
* Automate end-of-day reversal strategy to trade Australian equities into the close
* Pipe outputs directly into Interactive Brokers via API for straight-through execution

Core Responsibilities

* Refine long/short signals within the Grinold & Kahn framework – alpha, risk, cost
* Strengthen FactSet data pipelines for financials, estimates and events
* Enhance transaction cost models for Australian microstructure
* Build portfolio optimisation balancing return, risk, fees, tax and liquidity
* Maintain automated trade orchestration, monitoring and exception handling
* Continuously profile, test and refactor the Python code base

Must‑Have Expertise

* Proven delivery of systematic equity portfolios using Grinold & Kahn concepts
* Expert Python with vectorised research and production experience
* Live implementation of momentum and reversal strategies
* Interactive Brokers API integration for execution and position management
* AI‑first development mindset with disciplined QA and debugging
* Bootstrap "get‑things‑done" mentality – shipping quality code is the default, focused on improving Calmar & Sharpe ratio

Preferred Attributes

* Interest in behavioural finance and alternative data for incremental edge
* Familiarity with Australian franking credits, tax roll‑up and T+2 settlement nuances

Work Style & Requirements

* Fully remote – overlap with Sydney trading hours for key deploys and reviews
* Superior written and spoken English at postgraduate (PhD) proficiency level
* Engagement terms open – milestone‑based outcomes preferred

How to Stand Out

* Share a concise case study of a live long/short implementation and realised alpha
* Outline your approach to validating signal robustness and mitigating overfitting

Application Steps

1 Personality & Strengths Test – complete at https://chatgpt.com/g/g-6822705af2848191bbc58ba087bf9ef6-personagpt, export full PDF and reflect (<400 words) on key insights

2 Mensa IQ test – take at https://test.mensa.no/Home/Test/en-US and include results

3 Email CV, code samples and the above materials to quant-aaaae7srod6lbfu4hkarwmwkni@attalis.slack.com


Seniority level

* Seniority level

Executive


Employment type

* Employment type

Contract


Job function

* Job function

Analyst
* Industries

Investment Management

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