Senior Quant Research Engineer, Trading & Portfolio Optimization

Arta Finance

Senior Quant Research Engineer at Arta designing models for portfolio optimization. Collaborating with investment and engineering teams to build reliable production systems for client portfolios.

Posted 7/23/2026full-timeBay Area • California • 🇺🇸 United StatesSenior💰 $110,000 - $180,000 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in quantitative finance, portfolio theory, and risk management, with a strong ability to translate complex models into production-quality systems. Proficient in tax-aware investing concepts and skilled in using AI coding tools to enhance workflow efficiency.

Highest-signal resume keywords

Quantitative FinancePortfolio TheoryRisk ManagementSoftware EngineeringTax-Aware Investing

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

OptimizationLinear AlgebraProbabilityStatisticsModel BacktestingStatistical EstimationRisk ModelingData AnalysisProduction-Quality SystemsQuantitative Research

Soft Skills

Excellent CommunicationProblem-SolvingHigh OwnershipIndependenceAdaptability

Tools & Technologies

AI Coding ToolsQuantitative SystemsData Services

Industry Keywords

Tax-Loss HarvestingInvestment ManagementPortfolio AllocationsMarket AnalysisClient-Specific Constraints

About the role

Key responsibilities & impact

Design, build, and improve the models that determine target portfolio allocations, balancing risk, return, and client-specific constraints.
Build and maintain the systems that translate those target allocations into real trades, with an emphasis on tax efficiency (including tax-loss harvesting) and cost-aware execution.
Apply sound risk and portfolio management techniques — including optimization, factor-based risk modeling, and statistical estimation — to keep our strategies robust as markets and client needs evolve.
Backtest and validate new models and trading logic against historical data before they touch live portfolios.
Bring an investment/portfolio-management perspective to tradeoffs the team makes, not just a numerical-optimization one.
Partner with the investment team, product, and engineering to translate investment ideas into shipped, production-quality systems.
Use AI coding tools as part of your day-to-day workflow to research and build faster.

Requirements

What you’ll need

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
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
Thrives in a fast-paced startup environment, with strong problem-solving skills, high ownership, and comfort working independently amid ambiguity

Benefits

Comp & perks

A competitive salary and benefits package, with ample opportunities for growth and advancement
A vibrant and dynamic work environment where innovation, collaboration, and continuous learning are highly valued
The opportunity to work with a diverse and talented team of industry experts, passionate about shaping the future of finance
Robust health insurance offering for you and your family
High deductible health plan available with health savings account contribution
20 weeks of parental leave
17 days PTO annually