Une candidature complète en une minute
Un CV et une lettre de motivation personnalisés, prêts à envoyer.
Triumph, LLC in San Francisco is seeking a Quant Strategist to join a small, high-output team shaping core business decisions through quantitative rigor. You’ll build models powering pricing engines, payouts, matchmaking, and risk, directly affecting revenue and player experience.
You’ll operate like a trading desk, delivering production-ready results that you can see in the numbers the next day. The role emphasizes ownership, rapid feedback, and collaboration with engineering and leadership.
As a Quant Strategist, you'll sit at the intersection of mathematics, computer science, and core business decisions. You'll have a direct impact on all facets of the business, applying your quantitative rigor directly to what drives revenue and player experience. You'll build the models and frameworks that power our most critical business decisions.
You're joining a small, high-output quant team (4 people today) that operates more like a trading desk than a data org. We build the mathematical systems that power Triumph's core business: pricing engines, payout distributions, matchmaking algorithms, risk models, and player behavior systems.
The team is led by a former quant trader, and current members left careers in quantitative trading to be here. The problems are as deep and interesting as at a quant fund – constrained optimization, adversarial dynamics, real‑money risk – but with more ownership, faster feedback loops, and direct impact on what gets built. You ship something, and you see it in the numbers the next day.
Our team gathers 5 days a week at Triumph's headquarters at Levi's Plazain San Francisco.