About the Team
Engineers Gate (EG) is a leading quantitative investment firm that brings
together exceptional talent across data science, software engineering, and
investment research to build systematic trading strategies in global financial
markets. Within this ecosystem, Synthesis operates as a distinct, human plus
machine (Quantamental) fund, built around the belief that deep fundamental
insights paired with systematic portfolio construction produce superior
results.
The team is composed of Portfolio Managers with over 20 years of experience,
each supported by a lean team of one to two analysts or infrastructure
engineers. We focus exclusively on high-conviction, best-idea deep research
and run concentrated portfolios across all major U.S. sectors. This is a rare
opportunity to join a high-performing investment business that marries the
best of fundamental intuition and quantitative innovation.
About the Role
We’re looking for a technically strong, finance-aware Quantamental Analyst to
help build and manage the infrastructure that powers a high-conviction,
fundamentally driven equity investment process. You’ll work directly with a
Portfolio Manager to build bespoke systems that improve research productivity,
forecast accuracy, and decision-making speed.
Unlike typical quant roles, your work will be grounded in fundamental
investing problems: KPI tracking, model validation, transcript and news
summarization, valuation analysis, risk management, and portfolio
optimization. Over time, if desired, the role may evolve into a hybrid sector
analyst seat with coverage and pitching responsibilities.
Core Responsibilities
- Data Infrastructure Management: Build, manage, maintain, and enhance the KPI infrastructure that tracks operational and financial metrics across a universe of public companies. Own data validation systems, schema standardization, and quality controls.
- Systematic Portfolio Development: Collaborate on the development of dynamic, regime-aware portfolio construction tools that complement fundamental stock selection with systematic overlays.
- Research Collaboration: Build and deploy modular Python tools that automate high-leverage research tasks, including transcript summarization, KPI delta tracking, valuation history, and RAG-style document synthesis. Support expert network and company outreach workflows by streamlining data ingestion and signal testing
- Data Analysis & Forecast Enhancement: Develop models and analytical pipelines that evaluate KPI trends, revision momentum, and forecast accuracy across both traditional and emerging metrics. Design dashboards that highlight forecast anomalies, rank opportunities, and accelerate idea generation
- Data Sourcing & Tech Scouting: Source and evaluate new vendor datasets, APIs, and tooling to strengthen the research process. Attend quantitative conferences to stay current on developments in LLMs, signal modeling, and portfolio backtesting platforms.
Skills & Qualifications
- At least 5 years of experience with Python, SQL, and data visualization/exploration tools.
- Demonstrated experience in automating Excel-based reporting and analysis.
- Experience with scheduled automation of data workflows and integration of third-party APIs.
- Solid understanding of accounting, financial statements, and industry-specific drivers.
- Ability to build from first principles, work independently from fast-moving specs, and iterate quickly.
- Strong communication skills — ability to explain technical insights to non-technical audiences.
- Passion for markets and a desire to marry the best of quantitative and fundamental investing processes.
Compensation
The salary for this role is anticipated to be between $150,000 - $250,000
based on
experience. This range does not include any potential bonus amounts, other
forms of
compensation, or benefits offered.