Quantamental Analyst

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.

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.

• 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.

• 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.

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.