Senior Quant Research Engineer, Trading & Portfolio Optimization

Design, build, and improve the models that determine target portfolio allocations, balancing risk, return, and client-specific constraints. Build and maintain the systems that translate those target allocations into real trades, with an emphasis on tax efficiency (including tax-loss harvesting) and cost-aware execution. Apply sound risk and portfolio management techniques — including optimization, factor-based risk modeling, and statistical estimation — to keep our strategies robust as markets and client needs evolve. Backtest and validate new models and trading logic against historical data before they touch live portfolios. Bring an investment/portfolio-management perspective to tradeoffs the team makes, not just a numerical-optimization one. Partner with the investment team, product, and engineering to translate investment ideas into shipped, production-quality systems. Use AI coding tools as part of your day-to-day workflow to research and build faster. Requirements 5 years of experience or strong interest that comes from having worked close to markets or portfolios — as a quant researcher, trader, or in an advisory/PM-facing capacity Strong quantitative finance background, with real fluency in portfolio theory, optimization, and risk Rigorous math foundation: linear algebra, optimization, probability and statistics Strong software engineering skills, with the ability to take a model from research to a reliable, production-quality system Comfortable working across the full stack of a quantitative system: data, models, and the services that run them Understanding of tax-aware investing concepts such as tax-loss harvesting Fluency with AI coding tools and a track record of using them to work faster and at higher quality Excellent communication skills — you'll work directly with investment leadership, not just engineering Thrives in a fast-paced startup environment, with strong problem-solving skills, high ownership, and comfort working independently amid ambiguity Core Competencies Demonstrates expertise in quantitative finance, portfolio theory, and risk management, with a strong ability to translate complex models into production-quality systems. Proficient in tax-aware investing concepts and skilled in using AI coding tools to enhance workflow efficiency. Highest-signal resume keywords Quantitative Finance Portfolio Theory Risk Management Software Engineering Tax-Aware Investing ATS Optimization Keywords Hard Skills Optimization Linear Algebra Probability Statistics Model Backtesting Statistical Estimation Risk Modeling Data Analysis Production-Quality Systems Quantitative Research Soft Skills Excellent Communication Problem-Solving High Ownership Independence Adaptability Industry Keywords Tax-Loss Harvesting Investment Management Portfolio Allocations Market Analysis Client-Specific Constraints Tools & Technologies AI Coding Tools Quantitative Systems Data Services #J-18808-Ljbffr Jobtailor