Quantitative Researcher - Investments

We are seeking a quantitative researcher / data scientist to join the Investments team at Wealthfront. The primary responsibility of the role is to investigate and develop proprietary, automated investment strategies addressing our clients’ various investment problems. Your focus will span topics related to asset allocation, portfolio construction, optimization, tax efficiency, trade execution, and behavioral finance, and will afford you the opportunity to work with a proprietary dataset spanning the investments of hundreds of thousands of clients. Successful candidates will combine an ability to derive and apply quantitative models to the empirical analysis of financial and client data. Code and models are the way we express insights and analysis, thus you need to be comfortable working with large datasets and writing significant amounts of code. Responsibilities Build reproducible backtests for proposed models / algorithms Contribute to the deployment and implementation of differentiated investment services Contribute to the development of infrastructure for modelling, optimization, backtesting, analytics, and data management Investigate, identify, and acquire internal / external datasets Collaborate with other teams (engineering, product, design, marketing, and compliance) to commercialize new products and ongoing enhancements to existing products Promote our products by providing data and authoring blog posts and white papers Requirements Bachelors or Masters Degree in mathematics, statistics, economics or computer science (or a related quantitative discipline). If you have done or are thinking about doing a PhD someday, chances are you’ll love our team 4 years of experience in systematic or quantitative investing or a higher degree in a quantitative field Experience analyzing complex data and building statistical models Proficiency in Python or R (you have written massive amounts of code, employing revision control, and testing) Competency in SQL preferred Bonus Points Experience with direct indexing, especially tax-aware strategies Programming competency in Java or Scala Experience with AWS cloud computing technologies Estimated annual salary range: $185,000 – $211,000 USD plus Equity and a discretionary bonus. Benefits Benefits include medical, vision, dental, 401K plan, generous time off, parental leave, wellness reimbursements, professional development, employee investing discount, and more! We are an equal opportunity employer and value diversity at our company. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status. Please review our candidate privacy notice. #J-18808-Ljbffr Wealthfront