Portfolio Manager, Quantitative

Responsibilities

• Research, prototype, and back test options overlay strategies in Python
• Support PMs across equity and fixed income verticals by designing and applying derivatives-based overlays
• Monitor portfolio-level Greeks, exposures, and risk/return outcomes
• Build and maintain research code, data pipelines, and analytics supporting systematic strategy design
• Translate research into clear, rules-based strategy specifications and playbooks
• Evaluate new overlay ideas and communicate trade-offs to internal stakeholders
• Partner with product managers and engineers to convert research into scalable platform capabilities
• Support daily P&L, risk, and performance monitoring

Requirements

• 10+ years of experience in quantitative research, investment analytics, or systematic strategies
• Solid Python skills for research, analytics, and back testing
• Strong mathematical foundation in operations research, statistics, or quantitative finance
• Experience working with SMAs or systematic investment strategies at scale
• Ability to collaborate with technical product and engineering teams
• Clear communicator capable of explaining quantitative concepts to non-technical stakeholders

Preferred Qualifications

• Familiarity with options, Greeks, volatility surfaces, or derivatives-based strategies
• Experience with fixed income or equity SMAs
• Prior exposure to portfolio management, risk, or trading platforms
• Experience at a fintech or RIA
• Familiarity with custodian or brokerage platforms like Schwab or Fidelity

Benefits

• Competitive compensation package
• Full health benefits
• 401(k) matching and Roth IRA options
• Unlimited PTO

About the Company

Farther is a rapidly growing RIA that combines expert advisors with cutting-edge technology to deliver a comprehensive, tailored wealth management experience.