Quant Researcher

Come build the future of investing 

NDVR’s mission is to help every client optimize their wealth in pursuit of their best life. Our tight-knit team is headquartered in the US 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 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 

You’ll collaborate with 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) focused on delivering innovative solutions to our clients, and you’ll be able to have an immediate impact. We offer comprehensive health & dental plans, 401K, unlimited PTO, a flexible work schedule, competitive pay with equity, paid parental leave & more.