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Farther Finance is a rapidly growing RIA combining expert advisors with cutting-edge technology to deliver comprehensive wealth management. The company was founded by leaders and innovators from the private wealth industry with expertise in traditional wealth management, fintech, and technology production, backed by top-tier venture capital and fintech investors.
You'll join Farther's asset management team (FAM), which manages a growing suite of systematic investment strategies and is expanding into options-based overlays. This role is not a traditional trading seat—instead, you'll work closely with experienced portfolio managers across equity and fixed income to design, research, and build derivatives-based overlay capabilities from the ground up using Python.
Key responsibilities include researching, prototyping, and backtesting options overlay strategies (covered calls, cash-secured puts, collars, protective overlays) with realistic assumptions for transaction costs, liquidity, and taxes across separately managed accounts (SMAs). You'll support PMs by designing and applying derivatives-based overlays suited to each asset class, monitor portfolio-level Greeks and exposures within risk parameters, and build research code and data pipelines supporting systematic strategy design.
You'll translate research into clear, rules-based strategy specifications and playbooks implementable at scale, evaluate new overlay ideas while communicating trade-offs to stakeholders, and partner with product managers and engineers to convert manual workflows into scalable platform capabilities including strategy engines, trade generation, risk dashboards, and monitoring tools. Daily responsibilities include P&L, risk, and performance monitoring with exception handling for unusual portfolio events.
The ideal candidate has 10+ years in quantitative research, investment analytics, systematic strategies, or related roles at buy-side firms, asset managers, fintechs, or financial services companies. You'll need solid Python skills for research and analytics, a strong mathematical foundation (operations research, statistics, or quantitative finance), and experience with SMAs or systematic investment strategies at scale. You should be comfortable collaborating with technical teams, self-directed in lean environments, and able to explain quantitative concepts to non-technical stakeholders. Bonus experience includes familiarity with options and Greeks, fixed income or equity SMAs, portfolio management or risk platforms, fintech/RIA backgrounds, and custodian platforms like Schwab or Fidelity.
