Quant Engineer

LeoForce; San Francisco (CA); On-site; USD 300,000 - 375,000; Full time

Job summary

LeoForce is seeking a Quant Engineer in San Francisco to build pricing models for illiquid assets and to develop data infrastructure supporting these models and our customer-facing platform. The role offers ownership of core models and data systems within a small, capable team.

You will work with proprietary datasets, tackle complex pricing problems, and influence products used by major financial institutions. Four days per week in our SF office, with competitive compensation.

Qualifications

• Quant role experience in a trading desk, hedge fund, bank, asset manager or similar quantitative finance environment.
• Strong foundation in statistics, probability, applied mathematics, financial modeling, or machine learning.
• Degree in mathematics, statistics, data science, computer science, financial engineering, or another quantitative discipline.
• Master’s degree preferred.
• Strong software- and data-engineering capabilities.
• Experience working with large, complex financial datasets.
• Ability to translate technical concepts for both quantitative and non-technical audiences.
• Willing to work from San Francisco office four days per week.

Responsibilities

• Build, maintain, and improve quantitative pricing models for illiquid assets
• Research new datasets, features, and market signals that can improve model performance
• Design and build pipelines that collect, parse, validate, and store financial data
• Develop machine-learning systems using structured and unstructured datasets
• Experiment with LLMs to automate data ingestion, extraction, and quality-control workflows
• Improve the scalability and efficiency of existing data pipelines
• Produce custom analyses and data deliverables for institutional clients
• Explain quantitative methodologies and data-collection strategies during select client conversations
• Collaborate closely with engineering, product, sales, and company leadership

Skills

Statistics

Probability

Applied mathematics

Financial modeling

Machine Learning

Software engineering

Data engineering

Education

Bachelor's degree in mathematics, statistics, data science, computer science, financial engineering, or related quantitative field

Master’s degree preferred

Job description

Experience

Mid Level

Salary

$300,000 - $375,000 per year

Job Details

As a Quant Engineer, you will build and improve pricing models for illiquid private-market assets while developing the data infrastructure that supports our models and customer-facing platform.

Responsibilities

• Build, maintain, and improve quantitative pricing models for illiquid assets
• Research new datasets, features, and market signals that can improve model performance
• Design and build pipelines that collect, parse, validate, and store financial data
• Develop machine-learning systems using structured and unstructured datasets
• Experiment with LLMs to automate data ingestion, extraction, and quality-control workflows
• Improve the scalability and efficiency of existing data pipelines
• Produce custom analyses and data deliverables for institutional clients
• Explain quantitative methodologies and data-collection strategies during select client conversations
• Collaborate closely with engineering, product, sales, and company leadership

Qualifications

• Professional experience as a Quant at a trading desk, hedge fund, bank, asset manager, or comparable institutional financial environment
• Strong foundation in statistics, probability, applied mathematics, financial modeling, or machine learning
• Degree in mathematics, statistics, data science, computer science, financial engineering, or another quantitative discipline
• Master’s degree preferred
• Strong software-engineering and data-engineering capabilities
• Experience working with large, complex, or imperfect financial datasets
• Ability to translate technical concepts for both quantitative and non-technical audiences
• Comfortable operating with significant ownership in an early-stage environment
• Able to work from our San Francisco office four days per week

A bit about us

Location: San Francisco, CA

Work Model: Four days per week in office

Compensation: $300,000-$375,000

About Us

We are an early-stage financial technology company building data, pricing, and research infrastructure for the private markets.

Our platform transforms complex and fragmented market information into actionable pricing and investment intelligence for leading asset managers, investment banks, venture funds, and other sophisticated financial institutions.

Following a recently completed Series A financing, we are expanding our quantitative and data capabilities as we build foundational infrastructure for a rapidly growing asset class.

Why join us?

Private assets do not have the transparent exchanges, continuous pricing, or standardized datasets available in the public markets. Solving that problem requires sophisticated quantitative modeling, creative feature development, and robust data infrastructure.

As our Quant Engineer, you will have substantial ownership over the models and systems powering our core products. You will work with proprietary financial datasets, solve complex pricing problems, and see your work used directly by major financial institutions.

This is an opportunity to combine quantitative finance, machine learning, data engineering, and customer-facing problem-solving within a small and highly capable team.