Quantitative Researcher Portfolio Construction San Francisco

Base salary: $185,000–$255,000 USD, based on experience

Work arrangement: Fully remote; applicants must be based in the San Francisco, CA area

Experience: 4+ years Additional compensation: Performance-bonus and equity eligibility based on role and level

About the Role: The central responsibility of the San Francisco, CA opening is allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics. The assigned window includes Pacific Time coverage of late-session behavior, system performance, and research handoffs. Success requires reproducible work, prompt escalation, and clear ownership through review and production use. San Francisco Operating Focus The San Francisco opening emphasizes strong quantitative engineering links and critical review before production change. The work combines quantitative review with production discipline during the final hours of the U.S. session. System behavior, data quality, and market evidence are assessed separately before a change is proposed. After the close, the opening prepares technical findings that Eastern Time colleagues can evaluate before the next market day. For this role, that means direct ownership of portfolio constraints, exposure diagnostics, and stress review during Pacific Time coverage of late-session behavior, system performance, and research handoffs. First Review Cycle For the first complete work cycle in San Francisco, CA, you will use Pacific Time coverage of late-session behavior, system performance, and research handoffs to test how the team measures and escalates changes in portfolio constraints, exposure diagnostics, and stress review. The first evidence set will cover this task: Model factor, sector, liquidity, and concentration constraints. The second will cover this task: Measure turnover, capacity, and stress behavior. The San Francisco opening emphasizes strong quantitative engineering links and critical review before production change. Each material deviation receives a named follow-up owner. At the end of the cycle, you will show how the evidence supports or challenges allocation methods, portfolio constraints, concentration limits, turnover controls, and stress diagnostics. Open questions stay visible until another review resolves them.

Responsibilities: Develop allocation and risk-budgeting methods

Required Qualifications: Experience with portfolio optimization and risk models

Preferred Qualifications: Experience with transaction-cost-aware optimization and scenario analysis

Benefits: Medical, dental, and vision plan options with substantial company support