PpRavenPack is powering the future of finance with AI. With over 20 years of experience delivering big data analytics to the world’s top hedge funds, banks, and asset managers, we are now building the next generation of generative AI solutions for financial professionals. /p h3Our Mission /h3 pHelp clients make faster, smarter decisions by integrating public information into their workflows using cutting‑edge NLP, ML, and GenAI technologies. RavenPack has been recognized as the Best Alternative Data Provider (WatersTechnology) and one of VivaTech’s Top 100 Next Unicorns. /p h3Opportunity /h3 pWe’re looking for a senior researcher to drive quantitative investment use cases across RavenPack’s product suite, from creating alpha‑generating datasets to developing intelligent agents and workflow solutions that transform how finance professionals operate. This role reports directly to Peter Hafez, Chief Data Scientist at RavenPack. You’ll combine deep technical expertise with a strong quantitative finance background to lead POC development, guide applied research, and work directly with enterprise clients to deliver real‑world AI solutions in finance. European legal working status is required. /p h3Responsibilities /h3 ul liDesign and build ML/NLP‑powered solutions that generate measurable value in alpha generation and financial workflows. /li liPartner with top‑tier financial institutions during POCs and pilots, rapidly iterating solutions based on real‑world feedback. /li liDrive adoption of LLMs, LRMs, fine‑tuning, and multi‑agent systems to tackle complex investment challenges. /li liStay ahead of AI/ML trends and lead internal RD aligned with strategic business goals. Collaborate across teams to deliver scalable solutions. /li liRepresent RavenPack at industry conferences, developer communities, and client events, translating complex ideas into impactful narratives. /li /ul h3Qualifications /h3 ul liMSc or PhD in Computer Science, Machine Learning, NLP, Quantitative Finance, or related field. /li li3+ years’ experience in quantitative investment strategies from buyside or sell‑side, with proven success in ML/NLP‑driven initiatives. /li liDeep, hands‑on expertise with LLMs, LRMs, and coding assistant technologies. /li liStrong background in alpha generation, time‑series modeling, workflow orchestration, and multi‑agent LLM architectures. /li liProficiency in Python (plus SQL or other databases). Excellent client‑facing and project leadership skills. Entrepreneurial mindset with strong business acumen and a passion for pushing the boundaries of applied AI in finance. /li /ul h3Why Join Us /h3 pAt RavenPack, you’ll work at the intersection of AI and quantitative finance, shaping the future of investment decision‑making in global markets. /p h3Benefits /h3 ul liRelocation Assistance: Comprehensive relocation support to move to the beautiful Costa del Sol. /li liGrowth Opportunity: Join a rapidly growing company with 180+ team members and offices in New York, Madrid, and Marbella. /li liInternational Culture: Be part of a diverse, global organization with a truly international culture. /li liTeam of Superstars: Work alongside a talented team of professionals, including Silicon Valley executives and Wall Street veterans. /li liCompetitive Compensation: We offer a highly competitive salary package and performance‑based bonuses. /li liWork‑Life Balance: Enjoy paid vacation, flexible time‑off, and a flexible work policy. /li liContinuous learning: We provide the support needed to grow within the team. /li /ul pWe are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, colour, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status. /p /p #J-18808-Ljbffr