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=109Live vacancies asking for it
109
Share of quant roles
16.2%
Core quant vacancies mentioning it
Quant signal
3.82×
Versus other roles at the same firms
Firms asking
19
Across 14 cities
This skill: 109 vacancy mentions across 19 employers. Each vacancy is verified first-party and classified by a published rule set you can inspect.
Which roles ask for it
Percentage of that role's live vacancies mentioning Time-series modelling.
- Quant Researcher27% (43)
- Software Engineer3% (11)
- Quant Developer21% (6)
- Quant Trader5% (6)
- Machine Learning Engineer11% (5)
- Systematic Portfolio Manager25% (3)
- Data Engineer3% (1)
- Quant Analyst9% (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
Live opportunities
Roles that use Time-series modelling
Open vacancies we track at quant firms, grouped by role and city. Adverts are anonymised.
Hiring for these roles? Brief the desk on a hire or check your fit for a role.
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Last updated September 2026 · KnowQuant 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.
KnowQuantIndex 2026.1 · Updated September 2026
Modelled bands describe the market, not an individual offer. Where an employer states pay, the stated figure is used and labelled as such.