Head of Quantitative Research

Range is creating AI-powered solutions to eliminate financial complexity for our members. We’re transforming wealth management through the perfect blend of cutting-edge technology and human expertise. We’re obsessed with member experience! We’ve built an integrated platform that tackles the full spectrum of financial needs–investments, taxes, retirement planning, and estate management–all unified in one intuitive system.

Backed by Google's Gradient Ventures and Cathay Innovation, we're in hyper-growth mode and looking for exceptional talent to join our starting lineup. Every Ranger at this stage is shaping our culture and way of life—from former CEOs and startup founders to experts from leading hedge funds and tech companies.

If you're ready to build something that truly matters in financial services, bring your talent to Range. Here, you'll make a genuine impact on how people manage their financial lives while working alongside a team that celebrates wins, makes big decisions, and blazes new trails together

As Range's Head of Quantitative Research, you will own the research and modeling behind how every member's portfolio gets built, rebalanced, and managed for taxes, from the models under our portfolio construction to the rules that make tax-loss harvesting and direct indexing work  will report to our CIO, working closely with Investment Operations and Engineering to move your research into production and with Compliance to keep it within our fiduciary obligations.

We're excited to hire this role in Range's New York City office. All of our positions follow an in-office schedule Monday through Friday, allowing you to collaborate directly with your team. If you're not currently based in the area but love what you see, let's discuss relocation as part of your journey to joining us.

• Own the design and ongoing refinement of Range's core portfolio construction methodology, including asset allocation, security selection, and rebalancing logic

• Build rigorous backtests to validate model changes, weighing tradeoffs between tracking error, tax efficiency, and transaction costs

• Lead research on tax-aware strategies, including tax-loss harvesting and direct indexing, and turn the findings into production rules

• Partner with Engineering to turn research into production code, and monitor live portfolio and rebalancing behavior after launch

• Evaluate new data sources, market data vendors, and modeling approaches that could improve member outcomes

• Present research findings and model changes to the CIO and Investment Committee in plain terms

• Share your insights beyond our walls by contributing to published market commentary, and representing Range at conferences and in the media

• Work with Compliance and Legal to confirm new strategies hold up under our Advisers Act obligations and Range's fiduciary standard

• 9+ years of experience in quantitative research, portfolio management, or investment strategy, ideally at a digital wealth management or asset management firm

• Bachelor's degree in a highly quantitative field such as statistics, mathematics, economics, or financial engineering; advanced degree or CFA progress a plus

• Strong grounding in portfolio theory, including mean-variance optimization, factor models, and risk-adjusted return analysis

• Fluency in Python and SQL for research and production work; familiarity with portfolio risk tools like Barra, Axioma, or Aladdin, or data vendors like Bloomberg or Fact Set, a plus

• Direct experience building or maintaining tax-aware investment strategies, including tax-loss harvesting or direct indexing

• Experience with tax-aware long/short extensions and concentrated stock diversification

• A track record of shipping…