Come Build the Future of Investing
NDVR builds and analyzes sophisticated custom portfolios, optimized by advanced algorithms to boost expected return and efficiency. These sophisticated portfolios are delivered within an exceptional client experience that leverages elegant client-facing applications. Our tight-knit team is headquartered in Boston, Massachusetts with a sizable presence in Budapest, Hungary, and is spearheaded by a tech industry veteran CEO who has led multiple companies from foundation through IPO.
About the Role
Our Quant Research Team builds the mathematical and financial models that help our clients achieve exceptional financial outcomes. The team designs advanced custom multi-asset class portfolios that (i) are tax-efficient, (ii) have a history and expectation of delivering returns with reduced volatility, (iii) apply a Liability-Driven Investing framework to manage each client’s unique future withdrawal risk, and (iv) express individual preferences, such as factor-based investing. Our quant team also designs and oversees our client-facing portfolio optimization and selection engine.
What You’ll Do
You will engage in all aspects of the portfolio research, design, implementation, and management process. You will analyze data and build, prototype, and test models that explain and forecast the risk and return properties across multiple asset classes, including stocks, bonds, and derivatives. Your research will help construct scalable, customized, multi-asset class tax-efficient portfolios. You will help develop and oversee our optimization engine that implements individualized portfolios based on client preferences alongside our proprietary models and metrics. You will apply your creativity to not only design custom strategies that can provide exceptional outcomes, but that can also do so at scale.
We are a team that values both broad capability sets and specialized expertise. Whether you're an optimization specialist or a multi-asset class jack of all trades, if you have a passion for portfolio construction and optimization, we encourage you to apply.
Our Ideal Candidate
- Undergrad, masters, or PhD (preferred) in finance, computer science, mathematics, physics, or other quantitative discipline
- 1-3 years in a quantitative investment research role
- Expertise in econometrics, optimization, back-testing, and simulation-based analysis
- Familiarity with quantitative investment methods in stock, bond, or credit markets
- Experience in programming with Python
- Passion for problem solving with an intense curiosity about financial markets and human behavior
What We Offer
Opportunity to join a well-funded, early-stage FinTech startup. You’ll have a chance to collaborate alongside a brilliant team (consisting of Quant PhDs, world-class engineers, and financial service veterans from companies including AQR, Fidelity, Morgan Stanley, State Street, and BlackRock), and have immediate impact. We offer comprehensive health & dental plans, 401K, unlimited PTO, a flexible work schedule, competitive pay with equity, paid parental leave & more.