Quantitative Developer

Job Title: Quantitative Developer

Location: San Francisco, 5 days a week in the office

Seniority: Junior

Type: Full-Time

We're looking for a Quantitative Developer with a strong background in portfolio construction, risk management, and hedging to join our client's fast-paced expanding team. This is a mid-frequency role where practical experience and a deep understanding of portfolio optimisation is required.

What You’ll Do:

Develop and enhance portfolio construction models with a focus on risk, optimisation, and implementation

Drive hedging strategies and robust risk frameworks

Collaborate closely with PMs and developers to bring research into production

Contribute to strategy allocation, factor exposures, and ongoing performance attribution

What We’re Looking For:

1 - 4 years of hands-on experience, ideally in a buy-side or large asset management firm

Ideally have equities exposure

Good understanding of portfolio construction techniques and mid-frequency signals

Practical exposure to risk models, optimisation, and hedging tools

Comfortable navigating real-world constraints around turnover, execution, and capacity

Strong programming skills (python)

Ability to work independently

EQ, communication, and stakeholder awareness

If you're looking for a highly collaborative team with real capital behind ideas, and you're ready to make an immediate impact, we’d love to hear from you.