Quantitative · Stable
Time-series modelling
Why does Time-series modelling matter in quant?
Time-series modelling underpins signal research: stationarity, autocorrelation, regime behaviour and the handling of overlapping samples. It is the daily working toolkit of a quant researcher.
The practical test is whether a candidate can spot the ways a backtest lies — look-ahead bias, survivorship, and correlation structure that collapses out of sample.
Demand right now, measured
Medium confidencen=90Live vacancies asking for it
90
Share of quant roles
8.2%
Core quant vacancies mentioning it
Quant signal
1.89×
Versus other roles at the same firms
Firms asking
18
Across 11 cities
Based on 90 vacancy mentions across 18 employers. Counts come from employer-operated job boards we read directly; classification is rule-based and inspectable.
Which roles ask for it
Percentage of that role's live vacancies mentioning Time-series modelling.
- Quant Researcher25% (31)
- Software engineer2% (10)
- Quant Trader7% (8)
- Machine learning researcher14% (8)
- Quant Developer17% (5)
- Systematic Portfolio Manager23% (3)
- Data engineer14% (2)
- Quant Analyst10% (1)
Roles requiring it
Where demand concentrates
Strategies it serves
- Statistical arbitrage · Intraday to weeks
- Systematic macro · Weeks to months
- Machine-learning alpha · Intraday to weeks
Backgrounds this comes from
- Econometrics
- Signal processing
- Statistics
Other skills
Last updated September 2026 · KnowQaunt 2026.1
Methodology
Figures are expressed as annual total compensation (base salary plus expected performance bonus) in the reference market's local currency, converted from a US dollar base. They describe typical market ranges rather than any individual offer, and exclude sign-on payments, deferred equity and carried interest. Portfolio-manager figures reflect formulaic profit-share arrangements and are therefore far more dispersed than any other role.
KnowQaunt 2026.1 · Updated September 2026
These are indicative ranges pending first-party verification. They will be replaced by verified submissions as the Quant Salary Index dataset builds.