Principal Quantitative Engineer, Investments Technology

Description

We are seeking a highly skilled and motivated
Principal Quantitative Engineer to join our prestigious investment firm. The Quant Solutions team, part of Global Strategy & Capital Allocation, leads the General Account’s asset allocation and portfolio construction process, delivering advanced analytics, scenario analysis, and forward-looking insights to guide long‑term, annual, and tactical investment decisions within regulatory, rating agency, and portfolio constraints. As the technical lead embedded within this team
, you will drive the design and implementation of small‑scale applications and proofs of concept that advance portfolio construction, asset allocation analytics, and quantitative research workflows.

You will partner closely with quantitative analysts and portfolio strategists to enhance their day‑to‑day use of AI, helping them build artifacts in a more technically sound manner and building robust systems and tools that scale those prototypes into production‑ready applications. We’re looking for a hands‑on software architect and builder who can design systems, rapidly iterate on them, and deliver quality solutions that power analytics, reporting, and investment decision‑making.

This role is ideal for a Lead or Senior Engineer who thrives as an individual contributor and wants to drive technical direction without moving into management.

Note:
This Boston‑based role has a hybrid work arrangement (3 days per week in office).

• Lead the design and implementation of applications, proofs of concept, and production‑grade tooling that advance portfolio construction, asset allocation analytics, and quantitative research workflows.
• Partner with quantitative analysts and portfolio strategists to convert AI‑generated prototypes and research artifacts into robust, production‑ready applications.
• Build and maintain data pipelines for portfolio and market data across public and private markets, leveraging the LMI data ecosystem.
• Contribute to the team’s shared quantitative library, supporting both existing and new models, analytics, and reusable components.
• Support and extend existing applications and dashboards in production, and drive the design and implementation of new ones to meet evolving research and decision‑support needs.

• Excellent problem‑solving and analytical skills, with the ability to think critically, independently, and act with minimal hand holding
• Effective communication skills, with the ability to clearly articulate complex ideas and analysis to both technical and non‑technical stakeholders.
• Strong attention to detail, organization, and the ability to manage multiple tasks and priorities in a fast‑paced environment.
• Full‑stack development knowledge with a
  minimum of 5 years professional experience programming in Python demonstrating the ability to write efficient and robust code able to process and analyze large financial datasets.
• Experience with key Python Libraries (pandas, Num Py) required
• Experience in front‑end development and user experience (UX) design required; experience with Pythonic front‑end and data visualization libraries (e.g., Plotly, Dash) preferred.
• Experience using Version Control (Git) required.
• Experience using Agentic Programming tools (Github Copilot, Claude) required.
• Experience developing applications for investment management firms or, more broadly, financial services is a strong plus.
• Strong SQL skills required. Familiarity with financial data platforms (such as Bloomberg, Fact Set, Aladdin, eFront, Moodys), financial databases, and data manipulation techniques strongly preferred.
• Strong quantitative background required
  , with hands‑on experience applying statistical, time‑series, and optimization techniques using Python libraries (e.g., Sci Py, Scikit‑Learn, cvxpy, stats models) to portfolio construction and asset allocation problems.
• Deep understanding of investment management and portfolio composition strategies
  , with knowledge across asset classes including fixed income, public and private equity, and private credit.
• Demonstrated experience applying quantitative methodologies (including optimization, factor modeling, risk…