Quantitative Engineer
Core
Build sophisticated investment models and tax-aware portfolio optimizers using advanced numerical techniques and machine learning to shape portfolio construction for financial advisors.
Role type
Quantitative Engineer (Production ML & Optimization)
Builds
Production-ready quantitative models, portfolio optimization pipelines, and investment infrastructure
Domain
Quantitative Finance / Wealth Management / AI-driven Asset Management
Deliverable
production ML models | product features
Required skills
Python (3+ years), convex optimization, numerical optimization, statistics, machine learning, financial market microstructure
Preferred skills
commercial risk solutions, tax-aware optimization, financial markets experience
Technologies
Python, convex optimization libraries, ML frameworks
Responsibilities
Maintain and expand the tax-aware portfolio optimizer, oversee daily portfolio optimization pipelines for thousands of accounts, build rigorous testing frameworks, apply quantitative techniques to vast datasets, partner cross-functionally on investment ideas
Seniority
Mid-Senior, hands-on IC
