Own the investments domain within the Helix by HL product
Have a full understanding of the investment data within the product and private markets and answer questions for engineering, product, and sales
Collaborate with a cross-functional agile team spanning design, data science, product management, and engineering to build a high-value roadmap
Research, develop, and test quantitative wealth management models for digital wealth platforms
Identify potential areas for optimization and performance enhancements including suggestions for the ongoing maintenance and improvement of overall code quality
Optimizing and expanding our modeling toolkit to handle new products and situations
Develop code to extract data from various sources to support the development of the models
Provide realistic estimates for project and software development timelines ensuring accountability.
Stay current on industry development and trends to maintain ongoing business awareness and a competitive edge
Advise the team on best practices
Help shape company culture as an early-stage hire
Requirements & Skills:
Advanced training in Financial Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field (Bachelors, Masters, PhD degree)
3+ years of relevant experience in a quantitative finance area including software development or research product management
Experience with private markets; preferable as a fund research analyst or performance analyst
Strong understanding of private market data; especially performance data
Understanding of private market investment life cycle; research, allocation, commitments, capital calls, distributions, etc.
Knowledge of how advisors incorporate private market funds in their models and client portfolios
Experience with portfolio optimization and ability to create/code optimizers
Hands-on experience in the full life cycle of strategy development research, including idea creation; data collection/cleansing; analysis; testing; and deployment
Strong low latency coding and quant skills in programming languages such as Python and R
Strong understanding of portfolio optimization theory, financial modeling, and statistical optimization techniques
Gets a sense of achievement out of seeing their code running in the real world. Likes to get involved in performance and machine specifics when optimizing code speed
Ability to thrive in a highly demanding, entrepreneurial, and fast-paced environment
Highly flexible, good tolerance for ambiguity, and able to quickly adapt to changing priorities
An exceptional team player with strong communication skills
