Quantitative AI/ML Engineer for Investment Analytics

Principal Financial Group; Des Moines, Chicago (IA, IL); Hybrid; USD 120,000 - 165,000; Full time

Job summary

Principal Asset Management is seeking a Quantitative Developer to scale ML/AI solutions that support investment decisions, risk management, and portfolio performance. You will collaborate with investment professionals, quantitative researchers, data engineers, and software engineers to turn business needs and research models into production-ready solutions.

The role offers hybrid work with at least three days in the Des Moines, IA or Chicago, IL offices.

Qualifications

• 8+ years of related experience or 2+ years with a Master’s degree
• Production-grade machine learning or forecasting systems deployment experience
• Strong Python and ML frameworks experience (Scikit-learn/TensorFlow/PyTorch)
• Experience with ML operations: orchestration, artifacts, CI/CD, cloud operations
• Knowledge of data structures, software architecture, data modeling, and scalable design
• Ability to own projects from concept through implementation
• Excellent cross-functional communication and collaboration

Responsibilities

• Operationalize machine learning solutions to support investment decisions
• Build scalable, cloud-native ML workflows using AWS services
• Develop data validation, feature engineering, model evaluation, and forecast controls
• Support forecasting, risk management, portfolio optimization, and performance measurement
• Integrate generative AI and large language models into secure workflows
• Accelerate experimentation, deployment, and adoption of AI solutions
• Contribute to internal research and technical publications

Skills

Python

ML Ops

Cloud

Scikit-learn

TensorFlow

PyTorch

Spark ML

Communication

Education

Bachelor's degree in STEM

Master's degree in related field

Tools

Scikit-learn

TensorFlow

PyTorch

Spark ML

AWS

Job description

Principal Asset Management is seeking a Quantitative Developer to scale ML/AI solutions that support investment decisions, risk management, and portfolio performance. You will collaborate with investment professionals, quantitative researchers, data engineers, and software engineers to turn business needs and research models into production-ready solutions.

The role offers hybrid work with at least three days in the Des Moines, IA or Chicago, IL offices.