Quant Engineer - Vice President

About the Role

iCapital is looking to hire a Quant Engineer to join the Portfolio Analytics team. The team consists of Quant itative Researchers and Quant itative Developers to research, define, and implement models that will guide clients in portfolio construction, asset allocation, and risk management. The Quant Developers have a core mission of developing robust and scalable quant itative models to deliver portfolio risk analytics capabilities as part of the firm’s commercial technology platform for financial advisors and asset managers. This role will implement statistical, machine learning, and quant itative financial models, applied to a combination of proprietary, public, and third-party data, to deliver analytics for multi-asset portfolios including alternative assets.

Responsibilities

Develop robust and scalable quant itative financial models and collaborate closely with quant researchers to produce proprietary risk analytics models as part of the firm’s software platform.

Test, validate, and document quant itative methodologies to ensure accuracy, robustness, and transparency.

Develop centralized financial calculation engines powering the firm’s commercial technology platform.

Document and communicate quant itative methodologies and analytics to others including stakeholders and clients.

Collaborate with other teams to ensure risk analytics are delivered through the software platform with excellent user experience.

Collaborate regularly with other stakeholders and partners to solicit requirements, seek feedback and provide updates.

Qualifications

8+ years of professional experience in quant itative financial modeling, data science, or software development

Strong programming skills in Python for data analysis, modeling, and software development

Strong problem-solving and communication skills, with the ability to explain technical concepts to non-technical audiences

Able to work in a dynamic and fast-paced environment

Knowledge of JAVA/Scala/C++ is a plus

Distributed Systems experience is a plus

Experience with cloud services is a plus

Benefits

The base salary range for this role is $180,000 to $210,000 depending on level. iCapital offers a compensation package which includes salary, equity for all full-time employees, and an annual performance bonus. Employees also receive a comprehensive benefits package that includes an employer matched retirement plan, generously subsidized healthcare with 100% employer paid dental, vision, telemedicine, and virtual mental health counseling, parental leave, and unlimited paid time off (PTO).

We believe the best ideas and innovation happen when we are together. Employees in this role will work in the office Monday-Thursday, with the flexibility to work remotely on Friday.

For additional information on iCapital, please visit https://www.icapitalnetwork.com/about-us Twitter: @icapitalnetwork | LinkedIn: https://www.linkedin.com/company/icapital-network-inc | Awards Disclaimer: https://www.icapitalnetwork.com/about-us/recognition/

iCapital is proud to be an Equal Employment Opportunity and Affirmative Action employer. We do not discriminate based upon race, religion, color, national origin, gender, sexual orientation, gender identity, age, status as a protected veteran, status as an individual with a disability, or other applicable legally protected characteristics.