The Multi-Asset Solutions Team (MAST) manages a suite of active investment ETFs and delivers standard and customized multi-asset portfolio solutions across approximately $5 billion in AUM. Portfolios span U.S. and international equities, fixed income, and commodities. MAST’s investment process combines systematic quantitative models with a qualitative investment overlay. The Quantitative Research function is central to this process, designing, maintaining, and enhancing the models that translate market and macroeconomic information into portfolio allocations. These include:
The Junior Quantitative Developer plays a central role in building and maintaining the production infrastructure that powers MAST’s systematic investment process. This is a hands-on engineering role focused on productionizing quantitative models, operating reliable portfolio construction pipelines, and building the tools and systems that translate research into tradeable portfolios. The role partners closely with researchers, portfolio managers, and IT to ensure that MAST’s models run robustly, repeatedly, and at scale.
This role sits at the intersection of software engineering, quantitative finance, and production operations. It requires strong Python skills, a systems-building mindset, and genuine interest in financial markets and quantitative methods.
Portfolio Production & Implementation
Research Deployment & Quant Development
Drives for Results
Unleashes Innovation
Communication & Engagement
The ideal candidate is a careful, detail-oriented developer who writes code they’d be comfortable maintaining a year from now. They are eager to learn quantitative finance, comfortable asking questions, and motivated by the challenge of building systems where correctness matters.
Compensation Pay Range: This position offers a competitive base salary range of $125,000 – $185,000, commensurate with experience and qualifications.
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