Who can apply: US-based role. The employer has not said which states are eligible — confirm before applying.
Location as listed by the employer: “Bay Area”
Apply on Artafinance's site ↗
Opens the employer's official application page.
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About this role
Artafinance is hiring for a Senior Quant Research Engineer, Trading & Portfolio Optimization role (full-time). See the official posting for full details.
Requirements
- 5 years of experience or strong interest that comes from having worked close to markets or portfolios — as a quant researcher, trader, or in an advisory/PM-facing capacity — giving you intuition for how these systems sh…
- Strong quantitative finance background, with real fluency in portfolio theory, optimization, and risk
- Rigorous math foundation: linear algebra, optimization, probability and statistics.
- Strong software engineering skills, with the ability to take a model from research to a reliable, production-quality system.
- Comfortable working across the full stack of a quantitative system: data, models, and the services that run them.
- Understanding of tax-aware investing concepts such as tax-loss harvesting.
- Fluency with AI coding tools and a track record of using them to work faster and at higher quality.
- Excellent communication skills — you'll work directly with investment leadership, not just engineering.
Summarized from the employer's posting — check the full posting for every requirement.
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