Quant Engineer: Illiquid-Asset Pricing in SF (4 days)

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

Benefits offered by this job

Equal Opportunity Employer

Four days in-office per week

Job summary

Jobot is seeking a Quant Engineer in San Francisco to own pricing models for illiquid private-market assets and to build the data infrastructure powering our core platform. You will work with proprietary datasets, solve pricing problems, and deliver analyses used by institutional clients.

The role requires ownership in an early-stage environment, strong quantitative background, and the ability to operate from our San Francisco office four days per week.

Qualifications

• Master’s degree preferred in mathematics, statistics, data science, CS, financial engineering, or similar.
• Experience as Quant with institutional finance background preferred.
• Strong foundation in statistics, probability, applied mathematics, or ML.

Responsibilities

• Build, maintain, and improve pricing models for illiquid private-market assets.
• Develop data pipelines to support models and client-facing platform.
• Experiment with ML and LLMs to automate data ingestion and quality control workflows.
• Collaborate with engineering, product, sales, and leadership to scale infrastructure.

Education

Master’s degree preferred

Degree in quantitative discipline

Job description

Jobot is seeking a Quant Engineer in San Francisco to own pricing models for illiquid private-market assets and to build the data infrastructure powering our core platform. You will work with proprietary datasets, solve pricing problems, and deliver analyses used by institutional clients.

The role requires ownership in an early-stage environment, strong quantitative background, and the ability to operate from our San Francisco office four days per week.