Head of Quantitative Research and Investment Technology

Head of Quantitative Research and Investment Technology

 

 

Company Overview

Soros Fund Management LLC (SFM) is a global asset manager and family office founded by George Soros in 1970. With $28 billion in assets under management (AUM), SFM serves as the principal asset manager for the Open Society Foundations, one of the world’s largest charitable foundations dedicated to advancing justice, human rights, and democracy.

 

Distinct from other investment platforms, SFM thrives on agility, acting decisively when conviction is high and exercising patience when it’s not. With permanent capital, a select group of major clients, and an unconstrained mandate, we invest opportunistically wITh a long-term view in a wide range of strategies and asset classes, including public and private equity and credit, fixed income, foreign exchange, and alternative assets. Our teams operate with autonomy, while cross-team collaboration strengthens our conviction and empowers us to capitalize on market dislocations.

 

At SFM, we foster an ownership mindset, encouraging professionals to challenge the status quo, innovate, and take initiative. We prioritize development, enabling team members to push beyond their roles, voice bold ideas, and contribute to our long-term success. This culture of continuous growth and constructive debate fuels innovation and drives efficiencies.

 

Our impact is measured by both the returns we generate and the values we uphold, from environmental stewardship to social responsibility. Operating as a unified team across geographies and mandates, we remain committed to our mission, ensuring a meaningful, lasting impact.

 

Headquartered in New York City with offices in Greenwich, Garden City, London, and Dublin, SFM employs 200 professionals.

 

Job Overview

The Head of Quantitative Research & Investment Technology will serve as a senior leader responsible for strengthening the firm’s research, portfolio construction, and risk analytics and front-office technology capabilities. This individual will partner closely with the Chief Investment Officer, Chief Risk Officer, and portfolio managers to enhance investment decision-making and risk management through rigorous quantitative frameworks, superior research architecture, and scalable analytical tools.

The role will report to the Chief Technology Officer and is centered on creating quantitative models and technology infrastructure that drive how capital is allocated — across ideas, strategies, and risk — by embedding quantitative insight into the firm’s core investment processes.

             

Major Responsibilities

1.Investment Analytics

• Collaborate with discretionary and/or systematic PMs to develop quantitative models and analytics that enhance idea generation, security selection, and investment sizing.
• Design and refine predictive models, factor research, relative value, and signal evaluation methodologies.
• Integrate alternative data, machine learning techniques, and advanced statistical methods into the investment process where appropriate.
• Improve research rigor, reproducibility, and performance attribution standards.

1. Front-Office PNL & Risk Systems

• Develop and support Real-time PNL & Risk Systems
• Enable pricing and risk management of securities and derivatives using in-house and vendor models

1. Portfolio Construction & Capital Allocation Analytics

• Partner with the Chief Investment Officer and Chief Risk Officer to design portfolio construction frameworks across strategies and asset classes.
• Develop optimization tools that balance expected return, risk, liquidity, and diversification.
• Improve sizing methodologies, drawdown management frameworks, and capital allocation discipline.
• Implement systematic performance attribution and factor decomposition across portfolios.
• Support firmwide capital allocation decisions through quantitative analysis and scenario modeling.

1. Risk Management Analytics

• Work with the Chief Risk Officer and risk managers to enhance firmwide risk models, including factor models, scenario analysis, and stress testing.
• Improve transparency into exposures (factor, thematic, liquidity, macro).
• Build tools that allow PMs and risk managers to understand key drivers of risk and manage exposure limits

1. Investment Research Platform

• Architect and oversee a robust research environment that supports high-quality investment analysis and integrates market da