Note: The job is a remote job and is open to candidates in USA. YipitData is the leading market research and analytics firm for the disruptive economy, and they are seeking a Product Manager for their Quant Platform. This role involves owning and scaling the platform, collaborating with various teams to develop and deliver data products for systematic investors.
Responsibilities
- Define and own the product spec for our factor library - including factor definitions, universe/coverage rules, methodology notes, historical evidence packs, factor exposure files, QA frameworks, and update cadence
- Build and scale a standardized factor taxonomy (e.g., growth factors, acceleration/inflection factors, surprise/revision-type factors) across multiple proprietary datasets
- Collaborate with our quant research team to perform deep diligence on datasets and publish high-alpha signal research, translating raw research into repeatable, productized factor pipelines
- Sequence the factor library from an initial constrained beta toward a complete library with traditional baseline factor models, alt-data factors, and incremental attribution frameworks
- Take quant researcher signal research and collaborate with engineering partners to turn insights into repeatable, scalable factor computation and delivery pipelines
- Define product requirements for factor infrastructure - including reference data dependencies, standardized identifiers, automated QA, and monitoring systems
- Own the product-side accountability for ensuring factor pipelines are highly stable, accurate, and delivered on a consistent frequency
- Conduct deep customer research to understand key systematic end-user needs, feed architecture designs, integration requirements, and backtesting workflows
- Translate customer insights into a product build and prioritization pipeline that serves the full spectrum of quant buyers - from large systematic multi-managers running bespoke models to smaller funds consuming pre-packaged signals
- Support pricing, packaging, and competitive positioning decisions for quant products in partnership with GTM teams
- Partner closely with our revenue and product marketing teams to build GTM plans for signals and bring them to market - including client-ready case studies, evidence packs, and methodology documentation
- Share ARR and P&L accountability alongside Product Specialists / Product Enablement partners for the quant products you own
- Collaborate with Product Specialists (our product-sales translators) to enable sales motions, support client conversations, and scale enablement across the quant product portfolio
- Partner with Engineering on technical approach, scaled infrastructure, delivery architecture, and reliability - you own strategy and direction; engineering owns implementation
- Work closely with Quant Researchers, who function as a key internal customer providing research requirements, content, and deliverables for the external quant end market
- Coordinate with Feed Operations on day-to-day delivery, incident management, and operational improvements
- Partner with the CS team (who own feed retention and renewal) to drive retention, expansion, and client satisfaction
Skills
- 8+ years of product management experience, with a strong preference for experience building products for buy-side systematic / quantitative users
- Deep familiarity with the quant / systematic investing workflow - including factor construction, backtesting, signal evaluation, and portfolio construction
- Experience defining and shipping data-intensive or quantitative products - factor feeds, signal libraries, analytics platforms, or similar
- Strong ability to translate between quantitative research and product/engineering requirements - you can read a research paper and turn it into a product spec
- Proven ability to work cross-functionally across research, engineering, sales, and marketing in a high-growth environment
- Excellent customer research skills - you know how to run discovery with sophisticated quant buyers and synthesize feedback into product decisions
- Strong commercial instinct - comfort with ARR accountability, pricing strategy, and competitive positioning
- Experience at a quantitative hedge fund, systematic asset manager, or alternative data provider serving the quant buy-side
- Familiarity with alternative data (transaction data, web traffic, app data, email receipts, B2B spend, etc.) and how it's used in systematic strategies
- Understanding of factor model frameworks (e.g., Barra, Axioma, or proprietary risk models) and how alpha signals are evaluated relative to traditional factors
- Experience building or managing data delivery infrastructure - APIs, flat file feeds, cloud delivery, or data platforms
- Comfort with Python, SQL, or similar tools for data exploration (you don't need to be a quant, but you should be able to dig into data)
Benefits
- Flexible work hours
- Flexible vacation
- A generous 401K match
- Parental leave
- Team events
- Wellness budget
- Learning reimbursement
- Equity
Company Overview