Quant Engineer

FOLIO is an online securities startup running two businesses: a Product business offering the AI-driven robo-advisor ROBOPRO and a discretionary robo-advisor, and a Platform business providing the SaaS-based discretionary investment platform 4RAP to financial institutions. This role sits in the Investment Management division, which covers building and running investment product operations, developing and maintaining the calculation infrastructure behind those operations, improving existing products, and developing strategy for new products. Core responsibilities are analyzing the risk and performance of existing investment products and proposing strategy improvements, developing calculation processing on the operations infrastructure, and planning investment strategies for the robo-advisor and wrap-management offerings. Detailed tasks include calculating product performance (including future simulations), verifying the impact of logic changes to existing products, building a shared code library and improving the environment used for verification, and developing the calculation environment for actual investment portfolios and for tracking each product's realized performance. The role uses Python and SQL, on a data infrastructure of Redshift, Airflow, and Redash. Employment is full-time.