Lead Quantitative Research Engineer

Summary

Join Alt, a company revolutionizing the alternative assets market, specifically the trading-card market. You will be responsible for building and maintaining the pricing engine that determines the value of millions of cards and future assets. This involves designing, training, and deploying predictive models, handling and processing large datasets, ensuring production readiness, conducting quantitative research, and developing APIs and analytics dashboards. You will lead a team of data scientists and machine learning engineers, setting coding standards and best practices. The role requires extensive experience in quantitative finance, machine learning, and time-series forecasting, particularly with illiquid assets. Alt offers a competitive salary, equity, and various benefits.

Requirements

• 9+ years in quantitative finance, ML engineering, or similar
• Deep time-series and forecasting experience, ideally on illiquid or auction assets
• Proven path from Jupyter to production with CI/CD, testing, and automated monitoring
• Track record of improving MAE or PnL with your models in live systems
• Fluent in Python, SQL, and modern data tooling
• Strong communication: you can explain heteroscedastic noise to engineers

Responsibilities

• Build the price engine
• Design, train, and deploy time-series and tree-based models (XGBoost, CatBoost, sklearn, lightGBM) that predict fair value and forecast volatility
• Harden the data layer
• Ingest and reconcile auction feeds, marketplace listings, and private-sale data
• Handle splits, dupes, zero-comp situations, and stale marks
• Ship to production
• Own model orchestration with Airflow, feature stores, real-time inference endpoints, and rollback strategies
• Quantitative R&D
• Test market microstructure effects (extended bidding, buyer premiums, cash advances) and bake insights into pricing logic
• API & analytics
• Expose Alt Value as a public API, power in-app price alerts, and deliver dashboards the business can act on
• Lead the function
• Hire and mentor a small team of DS/MLEs and set the standard for code quality, review, and testing

Benefits

• $200 / month remote-work stipend, $100 / month wellness stipend, and WeWork access
• Flexible PTO and generous parental leave
• Premium health, dental, vision, and HSA
• 401(k)
• Base salary: $275K – $350K, plus equity