Quant Scientist
Pubblicato il 17-08-2026 - MDOTM in Italia
We are looking for a Quantitative Data Scientist 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.
The ideal candidate combines a strong financial intuition 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 key integrator across research, and investment functions, bringing order to innovation.
Key Responsibilities
Critically evaluate ML model outputs to ensure alignment with financial theory and real-world market dynamics, while accounting for client-specific objectives, constraints, and investment frameworks.
Translate research signals into actionable investment strategies and portfolio construction frameworks.
Collaborate with ML researchers to refine models, incorporating financial domain expertise and contributing to model design where needed.
Design, prototype,
and scale quantitative models using Python and Java, maintaining a high standard for code quality and modularity.
Contribute to the financial validation layer of the R&D; cycle by developing and maintaining test frameworks that identify inconsistencies and support continuous model improvement.
Translate complex portfolio objectives into rigorous, testable modeling specifications that bridge the gap between investment intent and algorithmic execution.
Collaborate across technical workstreams to ensure research outputs are aligned with investment objectives and successfully integrated into production workflows.
Requirements
Degree in Finance, Quantitative Finance, Financial Engineering, Mathematics, or a related field.
Understanding of portfolio construction, asset allocation, and risk management
Solid Python/Java programming skills , with experience in financial modeling, data analysis, and wo