Drimva

Arta

Senior Quant Research Engineer, Trading & Portfolio Optimization

$150K–$250K

Bay Area · Hybrid · Senior · Full-time · Posted Jul 23, 2026

Experience
5 years of experience or strong interest from work close to markets or portfolios, such as as a quant researcher, trader, or in an advisory/PM-facing capacity.

About the job

Designs portfolio allocation models and production trading systems to manage risk, client constraints, tax efficiency, and execution costs across client portfolios.

What you'll do

  • Build and improve portfolio allocation models and systems that turn allocations into trades.
  • Apply portfolio optimization, risk modeling, statistical estimation, and backtesting to validate robust strategies.
  • Partner with investment, product, and engineering teams to ship production systems; use AI coding tools in daily work.

What they ask for

  • Strong quantitative finance background and fluency in portfolio theory, optimization, and risk.
  • Strong math foundation in linear algebra, optimization, probability, and statistics.
  • Strong software engineering skills to take models from research to production; comfortable across data, models, and services.
  • Understanding of tax-aware investing, including tax-loss harvesting; fluency with AI coding tools.

Pay

$150,000-$250,000 (base salary)

AI focus

Use AI coding tools in day-to-day work to research and build faster.

Model-written summary · the original posting is authoritative

First seen Oct 29, 2026 · Last verified Nov 5, 2026 (UTC)