
Optimizing Investment Outcomes
1 day ago
We are seeking a talented Quantitative Research Engineer to drive the full R&D cycle of our investment systems. This is a hybrid role that combines financial intuition, modeling depth, and engineering execution.
The successful candidate will develop advanced models for low-frequency predictions of returns and risks, build hyper-personalized portfolio optimizers compatible with various benchmarks, constraints, and financial goals-based objectives, and collaborate with cross-functional teams to align research output with business goals.
- Key Responsibilities:
- Develop and maintain comprehensive platforms for alpha research, backtesting, and live experimentation
- Build scalable quantitative investment and wealth-management systems, including robust data pipelines and proprietary alternative data integrations
- Own DevOps and infrastructure practices, ensuring auditability, reliability, and security of data flows and execution systems
Required Skills and Qualifications:
- 5+ years of experience in low-frequency quant research and/or engineering
- Strong academic background from premier institutions in financial engineering/mathematics/computer science, or related quantitative disciplines
- Prior roles in quant investing funds or fast-paced startups
- AI-native productivity, end-to-end ownership, and bias toward shipping
Benefits:
- Top-of-market compensation package
- Free access to employee-only investment fund
Others:
- Opportunity to work on cutting-edge AI-powered wealth management solutions
- Collaborative and dynamic work environment
- Professional growth and development opportunities
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