Quantitative Developer

Job Opportunity: Quantitative DeveloperLocation: San Francisco, 5 days a week in the office Seniority: Junior Type: Full-Time We're seeking aQuantitative Developerwith expertise inportfolio construction, risk management, and hedgingto join our expanding team. This is a mid-frequency role requiring practical experience and a deep understanding of portfolio optimisation. Responsibilities:Develop and improve portfolio construction models focusing on risk, optimisation, and implementation Lead hedging strategies and establish robust risk frameworks Collaborate with PMs and developers to transition research into production Contribute to strategy allocation, factor exposures, and performance attribution Qualifications:1-4 years of relevant experience, preferably in buy-side or large asset management firms Experience with equities is a plus Strong understanding of portfolio construction techniques and mid-frequency signals Practical experience with risk models, optimisation, and hedging tools Ability to navigate real-world constraints such as turnover, execution, and capacity Ability to work independently Excellent communication and stakeholder engagement skills If you thrive in a collaborative environment with impactful ideas, we'd love to hear from you.#J-18808-Ljbffr