Product Manager, Quant Platform

Role Description

This is a remote-friendly opportunity that can sit in NYC (where our headquarters are located) or anywhere in the US, including in any of our US offices listed above.

At YipitData, we value ownership and impact. Our Data Feeds & Quant business is one of the fastest-growing segments of YipitData. To accelerate that growth, we’re looking for a Product Manager to own and scale the platform on which our quant product efforts are built.

This role sits at the intersection of quant research, data products, engineering, and go-to-market. You will help turn proprietary and exclusively licensed alternative datasets into standardized, client-ready factor and signal products for systematic investors. This is not a maintenance role. You will help define the product shape of our quant platform, build the operating model around it, and bring a new class of products to market.

In this role, you will:

• Quant Platform & Factor Library Development
  • Define and own the product spec for our factor library, including factor definitions, universe/coverage rules, methodology notes, historical evidence packs, factor exposure files, QA frameworks, and update cadence.
  • Build and scale a standardized factor taxonomy across multiple proprietary datasets.
  • Collaborate with our quant research team to perform deep diligence on datasets and publish high-alpha signal research.
  • Sequence the factor library from an initial constrained beta toward a complete library with traditional baseline factor models, alt-data factors, and incremental attribution frameworks.
• Signal-to-Pipeline Engineering Partnership
  • Take quant researcher signal research and collaborate with engineering partners to turn insights into repeatable, scalable factor computation and delivery pipelines.
  • Define product requirements for factor infrastructure, including reference data dependencies, standardized identifiers, automated QA, and monitoring systems.
  • Own the product-side accountability for ensuring factor pipelines are highly stable, accurate, and delivered on a consistent frequency.
• Customer Research & End-Market Strategy
  • Conduct deep customer research to understand key systematic end-user needs, feed architecture designs, integration requirements, and backtesting workflows.
  • Translate customer insights into a product build and prioritization pipeline that serves the full spectrum of quant buyers.
  • Support pricing, packaging, and competitive positioning decisions for quant products in partnership with GTM teams.
• Go-to-Market & Commercial Accountability
  • Partner closely with our revenue and product marketing teams to build GTM plans for signals and bring them to market.
  • Share ARR and P&L accountability alongside Product Specialists for the quant products you own.
  • Collaborate with Product Specialists to enable sales motions, support client conversations, and scale enablement across the quant product portfolio.
• Cross-Functional Collaboration
  • Partner with Engineering on technical approach, scaled infrastructure, delivery architecture, and reliability.
  • Work closely with Quant Researchers, who function as a key internal customer providing research requirements, content, and deliverables for the external quant end market.
  • Coordinate with Feed Operations on day-to-day delivery, incident management, and operational improvements.
  • Partner with the CS team to drive retention, expansion, and client satisfaction.

Qualifications

• 8+ years of product management experience, with a strong preference for experience building products for buy-side systematic / quantitative users.
• Deep familiarity with the quant / systematic investing workflow, including factor construction, backtesting, signal evaluation, and portfolio construction.
• Experience defining and shipping data-intensive or quantitative products.
• Strong ability to translate between quantitative research and product/engineering requirements.
• Proven ability to work cross-functionally across research, engineering, sales, and marketing in a high-growth environment.
• Excellent customer research skills.
• Strong commercial instinct - comfort with ARR accountability, pricing strategy, and competitive positioning.

Requirements

• Experience at a quantitative hedge fund, systematic asset manager, or alternative data provider serving the quant buy-side.
• Familiarity with alternative data and how it's used in systematic strategies.
• Understanding of factor model frameworks and how alpha signals are evaluated relative to traditional factors.
• Experience building or managing data delivery infrastructure.
• Comfort with Python, SQL, or similar tools for data exploration.

Benefits

• Competitive salary and comprehensive benefit offerings.
• Flexible work hours and flexible vacation.
• Generous 401K match and parental leave.
• Team events, wellness budget, learning reimbursement, and more.
• Annual on-target earnings for this position is anticipated to be up to $180-200k.
• Equity included in the compensation package.
• This role may be performed fully remotely within the United States.