Quantitative Engineer

At CloudWalk, we're building the future of financial services with technology at the core. Our Finance team shapes how we fund, scale, and optimize our products, always with a data-driven mindset and a strong connection to the market.

Join us at CloudWalk and help define the playbook, and directly shape how we structure and grow a multi-billion portfolio. If you're a financial-markets nerd who loves ownership and wants to build something meaningful from zero, this role is for you.

• Analyze, select, and monitor investments in public equities on NYSE and NASDAQ mainly, plus alternative assets like derivatives and options.

• Build the models and data tools behind the strategy: statistical tests, scrapers for investor relations filings, pipelines for market data (prices, fundamentals, filings from providers like Polygon, LSEG, and SEC EDGAR), and a data lake the team can query.

• Test investment signals and run backtests with a portfolio simulator that accounts for real trading costs.

• Build and maintain end-to-end systems for the fund: execution, reconciliation, risk, and performance reporting (using Python, SQL, Excel, broker APIs).

• Use AI tools to sharpen analysis, productivity, and insights.
• Python and working knowledge of SQL.

• Experience building data pipelines, scrapers, or API integrations, from work, personal projects, or competitions.

• Financial-market knowledge: you've competed in investment competitions, financial-market leagues, or hackathons, or built your own tools for analysis and trading.

• Comfort with data analysis: you know when a result is too good to be true.

• High agency: you take ownership and move things forward on your own.

• Adaptability and comfort in a fast-changing environment.

• Genuine interest in financial markets and in using AI in your daily workflow. You don't need market experience, you need curiosity to learn it fast.

• Upper-intermediate to advanced English.
• 1+ year of experience in financial markets, preferably in public equities (bonus if in the US market) and quantitative strategies (edited)

• Certifications completed or in progress (e.g., CFG, CGA, CPA-20, CEA, or CFA).

• Experience with cloud data stacks (e.g., AWS, GCP, BigQuery) and pipeline orchestration.

• Experience with financial or market data (tick data, fundamentals, filings).

• Backtesting or quant work: Kaggle competitions, trading bots, portfolio tools you built yourself.

• Experience at fintechs, funds, brokerages, or data-heavy companies.