Build portfolio methods that translate research signals into controlled exposures. You will focus on constraints, concentration, turnover, and drawdown behavior rather than optimize a backtest headline.
Compensation and Benefits
Base salary: $185,000–$255,000 USD, based on experience
Work arrangement: Remote — United States
Experience: 4+ years
Additional compensation: Performance-bonus and equity eligibility based on role and level
About the Role
Build portfolio methods that translate research signals into controlled exposures. You will focus on constraints, concentration, turnover, and drawdown behavior rather than optimize a backtest headline. You will work with a small team, own important decisions, and document your work so that other specialists can review it.
Responsibilities
Develop allocation and risk-budgeting methods
Model factor, sector, liquidity, and concentration constraints
Measure turnover, capacity, and stress behavior
Create transparent diagnostics for portfolio decisions
Required Qualifications
Experience with portfolio optimization and risk models
Strong numerical Python and optimization skills
Ability to explain model tradeoffs to researchers and traders
Preferred Qualifications
Experience with financial markets, market data, or institutional trading systems.
A record of clear written communication and careful review of high-impact work.
Benefits
Medical, dental, and vision plan options with substantial company support
401(k) plan with company matching
Flexible paid time off and company holidays
Paid parental and caregiver leave
Annual learning, conference, and professional-development budget
Remote-work equipment and home-office support
Performance-bonus and equity eligibility based on role and level