Senior Quant Researcher

Amaltash; San Francisco (CA); Presencial; USD 140.000 - 210.000; Jornada completa

Descripción de la vacante

Amaltash in San Francisco is seeking a Senior Quant Researcher to design and test indicators and risk rules behind our AI-native wealth platform. You write research and production code that turns plain-English ideas into rules-based systems that run in isolated environments.

You will build volatility and regime indicators, backtesting and validation tools, and explain each rule in plain English so investors understand how it works.

Formación

• Bachelor's or Master's degree in mathematics, statistics, physics or a related field
• 4+ years in quant research, trading or data science
• Strong Python and statistics; you know how backtests mislead

Responsabilidades

• Design, test and document volatility and regime indicators.
• Build the backtesting and validation tools our strategies are checked against.
• Explain each rule in plain English so investors can see how it works.

Conocimientos

Python

Statistics

Backtesting

Data science

Educación

Bachelor's or Master’s in Mathematics/Statistics/Physics or related field

Herramientas

Backtesting tools

Descripción del empleo

Amaltash is building an AI-native wealth platform. People describe an investing idea in plain English; our agents turn it into rules-based code that runs in an isolated environment, with risk rules that can move a portfolio to cash, gold or T-bills when volatility rises. Every strategy shows exactly how it is built. We are a small team in San Francisco. Our customers are people like us: engineers, product managers and leaders who invest their own money.

Amaltash Advisors LLC is an SEC-registered investment adviser; registration does not imply a certain level of skill or training. Brokerage, custody and trade execution are provided by Alpaca Securities LLC, member FINRA and SIPC. We are backed by investors including IDEO Labs, Balaji Srinivasan and Plug and Play.

The role

Research the indicators and risk rules behind our strategies: when a portfolio should move to cash, gold or T-bills, and when it should step back in. You write the research and the production code.

What you will do

• Design, test and document volatility and regime indicators.
• Build the backtesting and validation tools our strategies are checked against.
• Explain each rule in plain English so investors can see how it works.

What you bring (4+ years)

• A bachelor's or master's in mathematics, statistics, physics or a related field.
• 4+ years in quant research, trading or data science.
• Strong Python and statistics; you know how backtests mislead.

Big bonus

• You work, or have worked, in fintech, wealth management, brokerage or trading.
• You invest your own money and have used Wealthfront, Betterment, Robinhood or similar, and wanted more control than they give you.
• A PhD, or published or open-source research we can read.