Summary 

​​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: 

• ​Market regime and business-cycle detection models 

• ​State-space and signal-aggregation frameworks 

• ​Bespoke portfolio optimization engines 

• ​Scenario analysis and Monte Carlo simulations for outcome evaluation 

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​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.​ 

Key Responsibilities 

• Own the architecture, operation, and maintenance of MAST’s systematic portfolio production platform.

• Build and maintain scalable, reliable pipelines for portfolio construction, data processing, and model execution. 

• Deliver optimized and implementation-ready portfolios for PM review with a focus on robustness and repeatability. 

• Design and implement tools to translate model outputs into tradeable portfolios, including override and constraint frameworks. 

• Partner with research, PMs, and IT to productionize models and improve system performance. 

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  

• Own and operate the end-to-end systematic portfolio construction pipeline, ensuring reliability, scalability, and auditability. 

• Design, build, and maintain production systems for data ingestion, transformation, model execution, and portfolio generation. 

• Implement automation, monitoring, logging, and alerting to ensure production stability and rapid issue detection. 

• Develop validation frameworks to ensure data integrity and correctness of portfolio outputs. Troubleshoot production issues across data, models, and infrastructure. 

Research Deployment & Quant Development  

• Productionize quantitative models, signals, and portfolio construction methodologies developed by the research team. 

• Build reusable libraries and tools for optimization, risk modeling, and constraint handling. 

• Support back-testing and research workflows by developing scalable and consistent infrastructure.