Quantitative Engineer
Core
Build sophisticated investment models and production-ready quantitative models to shape portfolio construction and insights for a wealth management platform.
Role type
Quantitative Engineer (Production ML & Optimization)
Builds
Tax-aware portfolio optimizer, daily portfolio optimization pipelines, and investment workflow infrastructure.
Domain
Quantitative Finance / Wealth Management / AI-driven Asset Management
Deliverable
production ML models
Required skills
Python (3+ years), convex optimization, numerical optimization, statistics, production-level workflow infrastructure, machine learning
Preferred skills
trade market microstructure knowledge, commercial risk solutions, financial markets experience
Technologies
Python
Responsibilities
Maintain and expand the tax-aware portfolio optimizer using state-of-the-art optimization techniques; oversee daily portfolio optimization pipelines involving thousands of client accounts; build rigorous testing frameworks to ensure quality and stability; apply quantitative techniques like machine learning to vast data sets; develop deep expertise in trade market microstructure of various instruments.
Seniority
Mid-Senior, hands-on IC