Quant Scientist (Milan Office / Hybrid)

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 working with ML-driven workflows. - Experience interpreting, validating, or stress-testing quantitative or machine learning models (e.g., backtesting, scenario analysis, or model diagnostics). - Ability to bridge finance and technology: translate investment concepts into technical requirements and challenge model outputs using real-world financial intuition. - Strong analytical mindset with the ability to communicate complex quantitative insights clearly to both technical and business stakeholders. - Fluent in English (written and spoken).

Bonus Points

- Solid understanding of Git-based workflows (branching, code reviews, version control) in collaborative research or production environments. - Experience leveraging LLMs and AI coding tools (e.g., Claude Code, GitHub Copilot) to accelerate prototyping, refactor code, and optimize algorithmic performance. - Proven ability to thrive in high-pressure, collaborative environments, delivering precise results under tight market-driven or project deadlines

MDOTM Ltd (FRN: 824056) is an appointed representative of Thornbridge Investment Management LLP (FRN: 713859) which is authorised and regulated by the Financial Conduct Authority.

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