⚡ Senior Quant Research Engineer – Portfolio Construction & Trading Systems
🌍 Hybrid, San Francisco Bay Area
💲 Competitive Salary + Equity + Benefits

The Company

Storm2’s client is building a wealth management platform that gives a broader audience access to investment strategies, alternative assets, and portfolio tools that have traditionally been reserved for ultra-high-net-worth investors. They’ve built a real investment business, not a paper research team, and today manage client portfolios at scale across thousands of accounts.

The Role

A lot of quantitative roles sit far away from real investment decisions. This one doesn’t.

You’ll be responsible for the models that determine what client portfolios should hold and the systems that turn those decisions into trades. The work spans portfolio construction, optimisation, risk modelling, tax-aware investing, execution logic, and the engineering required to run it all reliably in production.

Three things need to be true about you.

First, you’ve spent time close to markets, portfolio management, or investment decision-making. You understand how portfolio systems behave in the real world, not just how they’re described in academic papers.

Second, you’re comfortable moving between quantitative research and software engineering. You can design a model, validate it, and then build the production system that runs it.

Third, you enjoy ownership. This is a lean team where you’ll work directly with investment leadership and have a genuine influence on strategy design, implementation, and long-term investment outcomes.

What you’ll be working on:

• Designing and improving portfolio allocation models that balance return objectives, risk management, and client-specific constraints
• Building the systems that translate portfolio targets into live trades across thousands of client accounts
• Developing tax-aware portfolio management capabilities, including tax-loss harvesting and cost-sensitive execution logic
• Applying portfolio optimisation, factor risk models, and statistical estimation techniques to investment strategies
• Backtesting and validating portfolio construction and trading frameworks before deployment to production
• Working closely with investment leadership to turn investment ideas into production-ready systems
• Partnering with engineering and product teams to build scalable quantitative infrastructure
• Leveraging AI coding tools to accelerate research, development, and deployment workflows

What you’ll bring:

• Experience working close to markets, portfolios, trading, quant research, or portfolio management processes
• Strong grounding in portfolio theory, optimisation, risk modelling, and quantitative finance
• Excellent mathematical foundations across linear algebra, probability, statistics, and optimisation
• Software engineering experience with the ability to take research ideas into production systems
• Experience building across the quantitative stack, from data pipelines and modelling frameworks through to production services
• Understanding of tax-efficient investing concepts, particularly tax-loss harvesting
• Fluency with modern AI-assisted development workflows
• Strong communication skills and confidence working directly with senior investment stakeholders
• Comfortable operating in a fast-moving environment with significant autonomy and ownership

Why this role?

Most firms separate the people designing investment models from the people building production systems. Here, they’re looking for both in one person.

You’ll help shape how portfolios are constructed, how trades are executed, and how a growing investment platform scales. The impact is visible, measurable, and tied directly to real client outcomes.

📧 Click ‘Easy Apply’ or email ben.watts@storm2.com

⚡ Storm2 is a specialist FinTech recruitment firm with clients across Europe, APAC, and North America. Visit storm2.com or follow us on LinkedIn for the latest roles and intel.