Head of Quantitative Research and Investment Technology

Company Overview

Soros Fund Management LLC (SFM) is a global asset manager and family office founded by George Soros in 1970. With $28 billion in assets under management (AUM), SFM serves as the principal asset manager for the Open Society Foundations, one of the world’s largest charitable foundations dedicated to advancing justice, human rights, and democracy.

Distinct from other investment platforms, SFM thrives on agility, acting decisively when conviction is high and exercising patience when it’s not. With permanent capital, a select group of major clients, and an unconstrained mandate, we invest opportunistically wITh a long-term view in a wide range of strategies and asset classes, including public and private equity and credit, fixed income, foreign exchange, and alternative assets. Our teams operate with autonomy, while cross-team collaboration strengthens our conviction and empowers us to capitalize on market dislocations.

At SFM, we foster an ownership mindset, encouraging professionals to challenge the status quo, innovate, and take initiative. We prioritize development, enabling team members to push beyond their roles, voice bold ideas, and contribute to our long-term success. This culture of continuous growth and constructive debate fuels innovation and drives efficiencies.

Our impact is measured by both the returns we generate and the values we uphold, from environmental stewardship to social responsibility. Operating as a unified team across geographies and mandates, we remain committed to our mission, ensuring a meaningful, lasting impact.

Headquartered in New York City with offices in Greenwich, Garden City, London, and Dublin, SFM employs 200 professionals.

Job Overview

The Head of Quantitative Research & Investment Technology will serve as a senior leader responsible for strengthening the firm’s research, portfolio construction, and risk analytics and front-office technology capabilities. This individual will partner closely with the Chief Investment Officer, Chief Risk Officer, and portfolio managers to enhance investment decision-making and risk management through rigorous quantitative frameworks, superior research architecture, and scalable analytical tools.

The role will report to the Chief Technology Officer and is centered on creating quantitative models and technology infrastructure that drive how capital is allocated — across ideas, strategies, and risk — by embedding quantitative insight into the firm’s core investment processes.

Major Responsibilities

Investment Analytics

• Collaborate with discretionary and/or systematic PMs to develop quantitative models and analytics that enhance idea generation, security selection, and investment sizing.
• Design and refine predictive models, factor research, relative value, and signal evaluation methodologies.
• Integrate alternative data, machine learning techniques, and advanced statistical methods into the investment process where appropriate.
• Improve research rigor, reproducibility, and performance attribution standards.

Front-Office PNL & Risk Systems

• Develop and support Real-time PNL & Risk Systems
• Enable pricing and risk management of securities and derivatives using in-house and vendor models

Portfolio Construction & Capital Allocation Analytics

• Partner with the Chief Investment Officer and Chief Risk Officer to design portfolio construction frameworks across strategies and asset classes.
• Develop optimization tools that balance expected return, risk, liquidity, and diversification.
• Improve sizing methodologies, drawdown management frameworks, and capital allocation discipline.
• Implement systematic performance attribution and factor decomposition across portfolios.
• Support firmwide capital allocation decisions through quantitative analysis and scenario modeling.

Risk Management Analytics

• Work with the Chief Risk Officer and risk managers to enhance firmwide risk models, including factor models, scenario analysis, and stress testing.
• Improve transparency into exposures (factor, thematic, liquidity, macro).
• Build tools that allow PMs and risk managers to understand key drivers of risk and manage exposure limits

Investment Research Platform

• Architect and oversee a robust research environment that supports high-quality investment analysis and integrates market data, fundamentals, and alternative datasets.
• Ensure analytical tools are intuitive, reliable, and embedded in daily investment workflows.
• Establish best practices in model governance, version control, and validation.

Leadership & Organizational Development

• Build and manage a high-performing team of quantitative researchers, data scientists, and investment technologists.
• Promote a culture of intellectual rigor, transparency, and continuous improvement.
• Serve as a thought partner to senior leadership on the evolution of the firm’s investment framework.
• Recruit and mentor talent aligned with the firm’s long-term investment philosophy.

What We Value  

• Advanced degree (PhD, MS, or equivalent) in Mathematics, Physics, Statistics, Engineering, or related quantitative discipline.
• 15+ years of experience in quantitative investing, portfolio construction, or risk analytics within a hedge fund, institutional asset manager, or bank.
• Demonstrated success improving investment outcomes through quantitative frameworks.
• Deep understanding of portfolio construction, capital allocation, and risk-adjusted return optimization.
• Proven ability to build and lead quantitative and technical teams in close partnership with senior investors.
• Experience across multiple asset classes or multi-strategy environments.
• Familiarity with both discretionary and systematic investment processes.
• Experience in building derivative pricing models and risk systems.
• Expertise in factor modeling, Bayesian/statistical inference, and/or machine learning applications in investing.
• Experience institutionalizing investment processes in a growing or evolving platform.

We anticipate the base salary of this role to be between $250,000-300,000. In addition to a base salary, the successful candidate will also be eligible to receive a discretionary year-end bonus. 

In all respects, candidates need to reflect the following SFM core values:

Smart risk-taking   //   Owner’s Mindset   //   Teamwork   //   Humility   //   Integrity    

Company Overview

Soros Fund Management LLC (SFM) is a global asset manager and family office founded by George Soros in 1970. With $28 billion in assets under management (AUM), SFM serves as the principal asset manager for the Open Society Foundations, one of the world’s largest charitable foundations dedicated to advancing justice, human rights, and democracy.

Distinct from other investment platforms, SFM thrives on agility, acting decisively when conviction is high and exercising patience when it’s not. With permanent capital, a select group of major clients, and an unconstrained mandate, we invest opportunistically with a long-term view in a wide range of strategies and asset classes, including public and private equity and credit, fixed income, foreign exchange, and alternative assets. Our teams operate with autonomy, while cross-team collaboration strengthens our conviction and empowers us to capitalize on market dislocations.

At SFM, we foster an ownership mindset, encouraging professionals to challenge the status quo, innovate, and take initiative. We prioritize development, enabling team members to push beyond their roles, voice bold ideas, and contribute to our long-term success. This culture of continuous growth and constructive debate fuels innovation and drives efficiencies.

Our impact is measured by both the returns we generate and the values we uphold, from environmental stewardship to social responsibility. Operating as a unified team across geographies and mandates, we remain committed to our mission, ensuring a meaningful, lasting impact.

Headquartered in New York City with offices in Greenwich, Garden City, London, and Dublin, SFM employs 200 professionals.

Team Overview

The Quantitative Development and Strategy team is responsible for research and analytics technology at SFM. We work closely with the front office and across SFM to provide solutions across many areas of quantitative finance. 

Job Overview

We are seeking an equity focused Quantitative Strategist to partner with our portfolio managers and researchers to generate insights that drive investment strategies. You will combine mathematical techniques with core engineering skills to build analytics that can scale our investment process. This role emphasizes empirical research and development. Success requires creativity in formulating the business problem, disciplined research, the ability to communicate findings, and deploying the finished analytical tools to investment decision-makers. 

Major Responsibilities

• Partner with our portfolio managers and analysts to solve problems where quantitative models, technology, and AI can enhance research, operations, and decision making. 

• Conduct data-driven research across diverse asset classes to uncover patterns, relationships, and predictive signals. 

• Contribute to our production-grade analytical tools and libraries that are incorporated into daily investment and risk-management workflows.
• Quantitative support for desk projects such as reporting, back testing, development and implementation of new models. 

• Be the primary liaison between tech. infrastructure and our fundamental portfolio managers in delivering the above 

• Document research methods, results, and best practices for use across the investment team. 

What We Value  

• Master’s or PhD degree in a STEM field preferred.

• 3+ years of work experience in a quantitative finance role, preferably equities.
• Strong foundation in probability, statistics, linear algebra, calculus and other commonly used mathematical techniques.

• Proficiency in Python and exposure to modern data science libraries (Pandas, NumPy, Scikit-learn, PyTorch, TensorFlow, etc.). 

• Experience with machine learning, NLP, and quantitative research methods. 

• Excellent communication skills targeting technical and non-technical audiences. 

We anticipate the base salary of this role to be between $150,000-200,000. In addition to a base salary, the successful candidate will also be eligible to receive a discretionary year-end bonus. 

In all respects, candidates need to reflect the following SFM core values:

Smart risk-taking   //   Owner’s Mindset   //   Teamwork   //   Humility   //   Integrity    

The Risk Development team designs, builds, and maintains the technology and analytics that enable the firm to measure, monitor, and manage risk across all strategies. The team partners closely with risk managers, quants, operations and other teams to translate investment activity into timely, accurate, and actionable risk insights. 

Job Overview

We are seeking a mid-level Software Engineer to join our Risk Development team, responsible for building and enhancing the platforms and analytics that support firm-wide risk management. This role sits at the intersection of engineering, data, and investment risk, and works closely with Risk Managers, Quants, Strats, Operations and other teams.

The ideal candidate is a strong hands-on developer who is comfortable working with large-scale financial data, building reliable and performant systems, and translating risk concepts into production-grade software.

Familiarity with investment risk is required. Engineering ability, code quality, and system design skills are the primary hiring criteria.

Major Responsibilities

• Design, develop, and maintain risk analytics and data pipelines supporting attribution, exposure, sensitivity, P&L, and stress/scenario analysis
• Build scalable Python-based services and batch workflows, with heavy use of distributed computation frameworks (e.g., Dask)
• Develop and optimize data models and queries in Snowflake and MS SQL Server to support both intraday and end-of-day risk management needs
• Deploy and operate workloads on AWS, leveraging cloud-native and containerized architectures
• Support elastic compute and scaling using Kubernetes-based platforms (e.g., KEDA, Karpenter)
• Partner with Risk stakeholders to refine requirements and deliver actionable risk insights
• Improve system reliability, performance, and observability across the platform
• Participate in production support and incident resolution for mission-critical risk systems

What We Value  

Technical Excellence:

• 4+ years of professional software development experience building data-intensive or distributed systems
• Strong proficiency in Python, with a focus on clean design, testability, and maintainability
• Advanced SQL skills and experience working with large-scale analytical databases
• Solid understanding of data structures, concurrency, parallelism, and distributed computation
• Experience designing systems that run reliably in production under real operational constraints

Risk & Financial Context:

• Experience working on Risk, Front Office, or trading-related systems
• Familiarity with risk concepts such as exposures, sensitivities, P&L, and scenario analysis.
• Comfortable working with investment and risk terminology and stakeholders

Communication:

• Ability to work effectively with senior financial professionals
• Familiarity with risk and investment terminology
• Proven ability to communicate complex technical concepts to non-technical counterparts

Adaptability:

• Comfortable operating in a fast-paced environment, balancing project delivery with production support

Preferred:

• Familiarity with multiple asset classes (e.g., Equity, Fixed Income, Derivatives) and associated risk models.
• Experience building user interfaces and visualizations for analytical or risk tools

We anticipate the base salary of this role to be between $150K-220K. In addition to a base salary, the successful candidate will also be eligible to receive a discretionary year-end bonus. 

In all respects, candidates need to reflect the following SFM core values:

Smart risk-taking   //   Owner’s Mindset   //   Teamwork   //   Humility   //   Integrity    

Company Overview

Soros Fund Management LLC (SFM) is a global asset manager and family office founded by George Soros in 1970. With $28 billion in assets under management (AUM), SFM serves as the principal asset manager for the Open Society Foundations, one of the world’s largest charitable foundations dedicated to advancing justice, human rights, and democracy.

Distinct from other investment platforms, SFM thrives on agility, acting decisively when conviction is high and exercising patience when it’s not. With permanent capital, a select group of major clients, and an unconstrained mandate, we invest opportunistically with a long-term view in a wide range of strategies and asset classes, including public and private equity and credit, fixed income, foreign exchange, and alternative assets. Our teams operate with autonomy, while cross-team collaboration strengthens our conviction and empowers us to capitalize on market dislocations.

At SFM, we foster an ownership mindset, encouraging professionals to challenge the status quo, innovate, and take initiative. We prioritize development, enabling team members to push beyond their roles, voice bold ideas, and contribute to our long-term success. This culture of continuous growth and constructive debate fuels innovation and drives efficiencies.

Our impact is measured by both the returns we generate and the values we uphold, from environmental stewardship to social responsibility. Operating as a unified team across geographies and mandates, we remain committed to our mission, ensuring a meaningful, lasting impact.

Headquartered in New York City with offices in Greenwich, Garden City, London, and Dublin, SFM employs 200 professionals.

Job Overview

We are seeking a talented Quantitative Developer to join our team. You will work with the business as an individual contributor to deliver key projects with far-reaching impact on trading, alpha generation, risk management and more. You have Excellent problem-solving skills and the ability to collaborate with cross-functional teams. 

If you value a balanced approach that combines thoughtful innovation with high-quality execution, this opportunity offers the chance to play a key role in strengthening our infrastructure while contributing to our broader mission. 

Major Responsibilities

• Development of real time P&L and risk systems 

• Design systems for quantitative risk and pricing calculations, such as scenario reporting and margin replication  

• Build interactive tools for our portfolio management and risk teams 

• Work with analysts on implementing trading signals across a wide range of asset classes 

• Communicate complex technical concepts effectively to technical and non-technical stakeholders. 
• Support PNL and Risk infrastructure during London hours.

Requirements

• 5+ years of experience in a front office focused quantitative development role 

• Advanced degree in Computer Science, Mathematical Finance, Physics, Engineering, or a related field. 

• Strong proficiency in Python and standard libraries (Pandas, NumPy. Etc.) 

• Exposure to other programming languages (C#, R, etc) 

• Proficiency with SQL 

• Ability to work with business users to create technical specifications for projects 

We anticipate the base salary of this role to be between 150,000-200,000 GBP. In addition to a base salary, the successful candidate will also be eligible to receive a discretionary year-end bonus. 

In all respects, candidates need to reflect the following SFM core values:

Smart risk-taking   //   Owner’s Mindset   //   Teamwork   //   Humility   //   Integrity    

Company Overview

Soros Fund Management LLC (SFM) is a global asset manager and family office founded by George Soros in 1970. With $28 billion in assets under management (AUM), SFM serves as the principal asset manager for the Open Society Foundations, one of the world’s largest charitable foundations dedicated to advancing justice, human rights, and democracy.

Distinct from other investment platforms, SFM thrives on agility, acting decisively when conviction is high and exercising patience when it’s not. With permanent capital, a select group of major clients, and an unconstrained mandate, we invest opportunistically wITh a long-term view in a wide range of strategies and asset classes, including public and private equity and credit, fixed income, foreign exchange, and alternative assets. Our teams operate with autonomy, while cross-team collaboration strengthens our conviction and empowers us to capitalize on market dislocations.

At SFM, we foster an ownership mindset, encouraging professionals to challenge the status quo, innovate, and take initiative. We prioritize development, enabling team members to push beyond their roles, voice bold ideas, and contribute to our long-term success. This culture of continuous growth and constructive debate fuels innovation and drives efficiencies.

Our impact is measured by both the returns we generate and the values we uphold, from environmental stewardship to social responsibility. Operating as a unified team across geographies and mandates, we remain committed to our mission, ensuring a meaningful, lasting impact.

Headquartered in New York City with offices in Greenwich, Garden City, London, and Dublin, SFM employs 200 professionals.

Team Overview

The Quantitative Development and Strategy team is responsible for research and analytics technology at SFM. We work closely with the front office and across SFM to provide solutions across many areas of quantitative finance. 

Job Overview

We are seeking a Quantitative Strategist to partner with our credit portfolio managers to generate insights that drive investment strategies and improve desk performance. This role emphasizes rigorous research, testing, and interpretation of results. Success requires creativity in scoping research problems, discipline in testing hypotheses, and the ability to communicate findings clearly to investment decision-makers.

Major Responsibilities

• Replace the desk’s legacy excel based infrastructure with modern, Python-based, architecture
• Assist with desk strategy and workflows
• Analyze large datasets (market, economic, alternative) to extract actionable insights that inform trading strategies
• Contribute to desk P&L and risk reporting infrastructure and reporting
• Work with our PM teams on quantitative research projects
• Partner with broader quant team to build out signal back-testing and data analysis infrastructure
• Build visualization tools for signal, research, and back-testing
• Automate research and order generation workflows

What We Value  

• Bachelor’s Degree in a STEM field. Advanced degree preferred.
• 5+ years of relevant work experience in a front office quantitative role
• Familiarity with credit markets, including investment‑grade, high‑yield, and CDS markets; strong understanding of credit curves, OAS/z‑spread measures, relative‑value frameworks, and bond‑level analytics such as DV01, carry/roll, and curve fitting.
• Exposure to structured products (CLO, ABS, RMBS) and concepts such as prepayment, credit migration, recovery assumptions, default modeling, or hazard rates is a strong plus.
• Strong proficiency in Python and scientific libraries (NumPy, Pandas, SciPy, scikit‑learn); capable of writing production‑quality code with testing and documentation.
• Experience working with modern compute and engineering stacks such as version control (Git), CI/CD pipelines, Docker, and workflow orchestration tools.
• Experience designing and testing predictive models with large financial datasets.
• Excellent communication skills targeting technical and non-technical audiences.

We anticipate the base salary of this role to be between $175,000-225,000. In addition to a base salary, the successful candidate will also be eligible to receive a discretionary year-end bonus. 

In all respects, candidates need to reflect the following SFM core values:

Smart risk-taking   //   Owner’s Mindset   //   Teamwork   //   Humility   //   Integrity    

Company Overview

Soros Fund Management LLC (SFM) is a global asset manager and family office founded by George Soros in 1970. With $28 billion in assets under management (AUM), SFM serves as the principal asset manager for the Open Society Foundations, one of the world’s largest charitable foundations dedicated to advancing justice, human rights, and democracy.

Distinct from other investment platforms, SFM thrives on agility, acting decisively when conviction is high and exercising patience when it’s not. With permanent capital, a select group of major clients, and an unconstrained mandate, we invest opportunistically wITh a long-term view in a wide range of strategies and asset classes, including public and private equity and credit, fixed income, foreign exchange, and alternative assets. Our teams operate with autonomy, while cross-team collaboration strengthens our conviction and empowers us to capitalize on market dislocations.

At SFM, we foster an ownership mindset, encouraging professionals to challenge the status quo, innovate, and take initiative. We prioritize development, enabling team members to push beyond their roles, voice bold ideas, and contribute to our long-term success. This culture of continuous growth and constructive debate fuels innovation and drives efficiencies.

Our impact is measured by both the returns we generate and the values we uphold, from environmental stewardship to social responsibility. Operating as a unified team across geographies and mandates, we remain committed to our mission, ensuring a meaningful, lasting impact.

Headquartered in New York City with offices in Greenwich, Garden City, London, and Dublin, SFM employs 200 professionals.

Team Overview

The Quantitative Development and Strategy team is responsible for research and analytics technology at SFM. We work closely with the front office and across SFM to provide solutions across many areas of quantitative finance. 

Job Overview

We are seeking a talented Quantitative Strategist to join our team. You will work with the business as an individual contributor to deliver key projects with far-reaching impact on trading, alpha generation, risk management and more. You have Excellent problem-solving skills and the ability to collaborate with cross-functional teams. 

If you value a balanced approach that combines thoughtful innovation with high-quality execution, this opportunity offers the chance to play a key role in strengthening our infrastructure while contributing to our broader mission. 

Major Responsibilities

• Development of real time P&L and risk systems 

• Build interactive tools for our portfolio management teams 

• Work with portfolio managers on implementing trading signals across a wide range of asset classes 
• Partner with our portfolio managers and analysts to solve problems where AI and quant technology can enhance research, risk management, and decision making. 
• Quantitative support for desk projects such as reporting, back testing, development and implementation of new models and strategies

• Communicate complex technical concepts effectively to technical and non-technical stakeholders. 

What We Value  

• At least 2-5 years of experience in a front-office focused quantitative development, research, or strategist role 

• Advanced degree in Physics, Engineering, Math, Mathematical Finance, or related field. 

• Strong proficiency in Python and standard libraries (Pandas, NumPy. Etc.) 

• Exposure to other programming languages (C#, R, etc) 

• Proficiency with SQL 

We anticipate the base salary of this role to be between $150,000-200,000. In addition to a base salary, the successful candidate will also be eligible to receive a discretionary year-end bonus. 

In all respects, candidates need to reflect the following SFM core values:

Smart risk-taking   //   Owner’s Mindset   //   Teamwork   //   Humility   //   Integrity