Product Manager (Quant Platform)

TL;DR

Product Manager (Quant Platform): Turn proprietary alternative datasets into standardized factor and signal products for systematic investors with an accent on factor library development, signal pipelines, and go-to-market strategy. Focus on defining product specs, collaborating with quant researchers and engineering on scalable infrastructure, conducting customer research, and driving commercial accountability for high-alpha signals.

Location: US Remote (fully remote within the United States only). No visa sponsorship.

Salary: $180-200k annual on-target earnings.

Company

Leading market research and analytics firm analyzing billions of alternative data points daily for investment funds and corporations in ridesharing, e-commerce, payments, and more.

What you will do

• Define and own product specs for factor library including definitions, coverage, methodology, QA, and update cadence.
• Build standardized factor taxonomy across datasets and sequence library development from beta to full models.
• Collaborate with quant researchers to productize high-alpha signal research into repeatable pipelines.
• Partner with engineering on factor infrastructure, reference data, automated QA, and reliable delivery.
• Conduct customer research on systematic user needs and translate into prioritization and GTM plans.
• Drive ARR accountability, pricing, packaging, and sales enablement with revenue and marketing teams.

Requirements

• 8+ years of product management experience, preferably building products for quantitative users.
• Deep familiarity with quant investing workflows: factor construction, backtesting, signal evaluation.
• Experience shipping data-intensive or quantitative products like factor feeds or analytics platforms.
• Strong translation skills between quantitative research, product, and engineering requirements.
• Proven cross-functional work across research, engineering, sales, marketing in high-growth settings.
• Excellent customer research skills and commercial instinct for ARR, pricing, positioning.

Nice to have

• Experience at quantitative hedge fund, systematic asset manager, or alt-data provider.
• Familiarity with alternative data and its use in systematic strategies.
• Understanding of factor model frameworks like Barra or Axioma.
• Experience with data delivery infrastructure: APIs, feeds, cloud platforms.
• Comfort with Python, SQL for data exploration.

Culture & Benefits

• Flexible work hours and vacation, generous 401k match, parental leave, wellness budget, learning reimbursement.
• People-centric culture focused on mastery, ownership, transparency, and impact over tenure.
• High-impact environment with team events and growth opportunities.
• Equity included in compensation package.