Job Description

Build statistical models. Challenge market pricing. Solve problems most investors never see.

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Most data science roles optimise marketing campaigns, predict customer behaviour or build dashboards. Here we're partnering with a highly sophisticated quantitative investment firm that has built one of Australia's most advanced research environments.

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The team develops large-scale statistical models that price thousands of financial instruments, identify pricing inefficiencies and transform quantitative research into production-grade systems used by investment professionals every day. Average investment duration is usually between 2-8 days, but trading within the day is a regular occurence.

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You'll work alongside mathematicians, statisticians, software engineers and quantitative researchers in an environment where intellectual curiosity and technical excellence are genuinely valued.

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This is an opportunity for someone who enjoys solving difficult mathematical problems and wants their work to have an immediate real-world impact.

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What you'll be doing:

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- Design statistical and machine learning models for complex financial datasets.
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- Build scalable research and pricing frameworks.
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- Work with large, messy datasets from multiple market sources.
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- Develop and back-test predictive models.
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- Turn research ideas into production-quality code.
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- Improve the performance, robustness and scalability of existing quantitative models.
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- Create data visualisations that help communicate complex research findings.
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- Collaborate with researchers, engineers and investment professionals on recent modelling techniques.
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Candidate backgrounds:

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- You'll likely have a degree in - Mathematics, Statistics, Actuarial Studies, Computer Science, Physics, Engineering, Econometrics.
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- 1-3 years of experience (with some flex) post Bachelors Degree.
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- Please note we aren't considering PHDs or candidates with Quantitative Finance degress.
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You'll ideally bring:

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- Exceptional academic results. Minimum 99ATAR, Minimum High Distinction Average.
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- Strong Python and/or R programming skills.
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- SQL and data engineering capability.
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- Experience working with large datasets.
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- Excellent statistical modelling ability.
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Experience in financial markets isn't essential.

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Strong quantitative thinking is.

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You'll probably enjoy this role if...

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You read research papers for fun.

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You enjoy proving why a model is wrong before trying to improve it.

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You care about elegant code as much as accurate mathematics.

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You'd rather spend your day solving difficult optimisation problems than sitting in stakeholder meetings.

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You like environments where performance is measured by the quality of your thinking.

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Why consider it?

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You'll join a small team of exceptionally capable quantitative professionals working on genuinely challenging research problems with direct commercial impact.

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This is a role where your models won't sit on a shelf—they'll influence investment decisions, evolve continuously and be tested against real markets.

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If you're looking for an environment where technical excellence matters more than hierarchy, we'd love to hear from you.

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📌 Data Scientist (Funds Management - Engineering Alpha) (New South Wales)
🏢 Capital Executive Search
📍 New South Wales