Quant jobs / Jain Global

Senior Data Scientist

A data science role supporting trading teams at a multi-strategy hedge fund, turning alternative data into signals for fundamental long/short equity research. It blends statistical forecasting with fundamental analysis.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build alternative-data pipelines in Python and SQL
Forecast company KPIs with time-series and Bayesian methods
Back-test and validate alternative-data signals
Apply causal inference to customer and pricing questions
Support equity analysts with valuation models

What they ask for

Required

Master's in finance, financial maths or a related quantitative field
3 years applying time-series and statistical techniques
Kalman filtering, rolling regression and Bayesian hierarchical models
Python and SQL pipelines
Causal inference and cohort analysis
Signal back-testing and hypothesis testing

Preferred

DCF valuation and scenario modelling

Education: Master's in finance, financial mathematics or a related quantitative field, or equivalent
Experience: 3 years applying time-series and statistical methods to alternative data
Languages and tools: Python
SQL
Markets: equities

How to prepare

Build a small alternative-data pipeline with outlier handling and imputation
Practise Kalman filters and rolling regressions on company KPI data
Back-test a data signal and study how fast it decays
Revise causal inference methods such as difference-in-differences

What to study

Apply

Read the full posting on Jain Global’s site before applying: requirements, location and pay can change after we check them.

View the posting on Jain Global’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Jain Global and doesn’t handle applications.