Senior Quant Developer

Senior Quant Developer at Acadian Asset Management LLC Boston, Massachusetts, United States Acadian Asset Management is a global, systematic investment manager at the forefront of data-driven investing since 1986. Headquartered in Boston, with locations in Singapore, London, and Sydney, we manage over $170 billion on behalf of leading institutions worldwide—including pension funds, endowments, foundations, and sovereign wealth funds. We harness advanced technology, rich datasets, and multidisciplinary expertise to help clients navigateplex markets and uncover insights that may be overlooked by traditional approaches. What sets Acadian apart is our people. We foster a collaborative, intellectually curious environment w ideas are tested, diverse perspectives are weed, and innovation thrives. We're united by a d purpose: delivering effective client oues and supporting one another in work that's both challenging and rewarding. We offer a flexible hybrid work environment, strong benefits, and a casual but focused office culture—all designed to support the meaningful, collaborative work that defines Acadian.

Position Overview:

We are looking for a Senior Analyst to work in collaboration with the Research, Portfolio Management and Data teams to develop and implement new models, architect solutions and build powerful analytic tools. This is an exceptional opportunity to help build out alpha, risk, transaction cost and portfolio analysis systems at Acadian as part of an entrepreneurial team. The successful candidate will be integral to developing the platform and infrastructure for quantitative models used in Acadian's equity products. As a member of the investment team, this person will closely collaborate with PMs, quantitative researchers and integration analysts. Acadian supports a hybrid work environment; employees are on-site in the Boston office 3 days a week.

What You'll Do:

Develop, validate and enhance Acadian's proprietary forecast, risk, transaction cost and attribution models on Acadian's quantitative research and production infrastructure. Implement, enhance and support Acadian's data platform and modeling infrastructure. Work with quantitative portfolio managers to build tools and software libraries to advance analytics platforms using machine learning techniques. Build systems to gather, cleanse and integrate data from various sources for research and modelling needs. We're Looking for

Teammates With:

Master's degree with an outstanding academic record in a technical field such as science, engineering or mathematics, with 3+ years of experience as a developer for an investment firm; or bachelor's degree with 5+ years of experience. CFA charter is a plus. Hands on development experience in Python (pandas, sklearn, statmodels, cvxopt, etc). Familiar with popular machine learning algorithms and packages. Good understanding of software system development life cycles. Experience in using and building high performanceputers, containers, pipelines/scheduling and their relevant tools Familiar with financial data series, building and optimizing data structures and operating data delivery platforms. Strong mathematical and advanced analytic skills and the ability to clearly articulate the approach, process and results in verbal, graphical and written form. Familiarity with large language model (LLM) tools and applications (e.g., prompt engineering, API integration, or agentic workflow) is a strong plus Creativity, enthusiasm, collegiality and the ability to excel in a self-starting environment. Strong work ethics and roll up your sleeves attitude to deliver projects under tight schedule. Great attention to details. The base salary range for this role is $175,000 - $200,000 per year. Actualpensation will be determined based on a candidate's skills, qualifications, and relevant experience. In addition to base pay, this position may be eligible for discretionary incentivepensation and includes participation in Acadian'sprehensive benefits program, which includes health, retirement, and wellness offerings.