Quant Researcher
FrecDirect Indexing company
San Francisco, United StatesSenior
Greylock Partners
Social Leverage
Conversion Capital
20VC
Data & AINew
About the role
TL;DR
Develops and refines quantitative research and strategies for financial platforms.
- •Frec is seeking a Quantitative Researcher to develop and refine the core methodologies for their direct indexing engines, focusing on tracking error minimization, tax-loss harvesting, and risk-aware portfolio construction.
- •You will work at the intersection of mathematics, finance, and statistics to translate investment questions into rigorous, well-tested models.
- •Key Responsibilities Design, validate, and refine methodologies for long-only and long-short direct indexing engines.
- •Shape portfolio construction, rebalancing, and performance attribution methodologies.
- •Analyze large financial datasets and design backtesting frameworks.
- •Collaborate with quantitative developers, engineers, product, design, and operations teams.
- •Requirements Advanced degree in a quantitative field (Engineering, Computer Science, Applied Mathematics, Physics).
- •Strong analytical mindset with intellectual curiosity in investment management.
- •Investment/finance knowledge, including portfolio theory, factor models, and tax-aware investing.
- •Strong programming background in an object-oriented language.
Required skills
PythonPostgreSQLAWSGraphQLTypeScriptNode.jsdbtRedisSQL
Domain expertise
fintech
Benefits & perks
Competitive salary and equity grants, Fully paid health, vision and dental insurances, 401k, Monthly allowance to help with maintaining a healthy body and mind (fitness & mental health components), Flexible (Unlimited) paid time off, Visa sponsorship & immigration support, Daily in-office lunch and dinner
Tech stack
PythonTypeScriptNode.jsPostgreSQLRedisdbtAWSGraphQL