QSentia ยท 1 day ago
Lead Quantitative Developer
United States
Part-time
Remote
Senior Level
1+ years expQSentia is building a next-generation hedge fund platform focused on AI-driven portfolio management. The Lead Quantitative Developer will design and implement advanced models for portfolio optimization and risk management, leveraging machine learning and quantitative finance expertise.
Financial Services
Hiring Manager
Aditi Dewan
Responsibilities
Design and implement RL-based portfolio optimization models (e.g., DDPG, TD3, PPO) focused on adaptive risk management and regime detection
Develop and integrate LLM-driven alpha signals, enabling the system to extract hidden insights from multimodal data sources (e.g., earnings calls, filings, news, social sentiment, market structure)
Build systems that combine real-time alpha vectors with RL-driven portfolio allocation and trade execution
Optimize performance for GPU-accelerated training and efficient data pipelines (SQL, cloud, or hybrid)
Qualification
Required
1+ years of experience in quantitative development, algorithmic trading, or applied ML research in finance
Strong background in machine learning / reinforcement learning (PyTorch, TensorFlow) applied to portfolio management or trading strategies
Experience designing actor-critic RL frameworks (DDPG, TD3, PPO, SAC) with risk-adjusted reward functions
Deep understanding of financial markets, risk models, and portfolio theory
Proficiency in Python (NumPy, Pandas, PyTorch) and SQL/NoSQL databases; C++ or Rust is a plus
Hands-on experience with LLMs (OpenAI, Claude, Gemini, etc.), NLP, or multimodal AI for financial signal extraction
Proven ability to design backtesting engines and eliminate lookahead bias with point-in-time datasets
Strong communication skills and ability to work with PMs, researchers, and technologists
Preferred
Experience with real-time market data APIs (Polygon, Bloomberg, Refinitiv, etc.)
Knowledge of options markets and derivatives pricing
Familiarity with distributed computing frameworks (Ray, Dask, Spark) for large-scale research
Prior experience at a hedge fund, HFT shop, or asset manager in a quant dev or quant research role
Benefits
Equity only to start
Equity + points in fund, with the potential for salary and bonus post-funding
Company
QSentia
Initial back test results: Sharpe: 2.6 Calmer: 5.6 Sortino: 5.5 Max DD: +18%
2-10 employees
Funding
Current Stage
Early StageCompany data provided by crunchbase