Product Manager - Quant Platform - Remote

4w1 month ago

YipitData

US · Full-time · $140,000 – $170,000

About this role

YipitData is the leading market research and analytics firm for the disruptive economy, recently raising up to $475M from The Carlyle Group at a valuation over $1B. We analyze billions of alternative data points daily to provide detailed insights on ridesharing, e-commerce, payments, and more.

This remote-friendly role sits at the intersection of quant research, data products, engineering, and go-to-market. You will own and scale the platform on which our quant product efforts are built, turning proprietary and exclusively licensed datasets into standardized client-ready factor and signal products.

You will collaborate closely with a Feeds & Quant organization that includes product managers, quant researchers, product specialists, and product marketers. Together with engineering partners, you will serve a wide range of systematic users from sophisticated funds to smaller managers.

This is not a maintenance role — you will help define the product shape of our quant platform, build the operating model around it, and bring a new class of products to market. Our people-centric culture emphasizes mastery, ownership, and transparency.

Requirements

Experience in product management for data products, quantitative platforms, or financial analytics.
Understanding of alternative datasets such as transaction data, email receipt data, and B2B spend data.
Ability to work at the intersection of quant research, data engineering, and go-to-market teams.
Strong analytical and problem-solving skills to translate raw research into productized pipelines.
Familiarity with factor models, signal research, and serving systematic investment clients.
Proven track record of defining product specs and collaborating with engineering to deliver scalable solutions.

Responsibilities

Define and own the product spec for the factor library, including factor definitions, universe/coverage rules, methodology notes, historical evidence packs, and QA frameworks.
Build and scale a standardized factor taxonomy (e.g., growth factors, acceleration/inflection factors, surprise/revision-type factors) across multiple proprietary datasets.
Collaborate with the 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.
Partner with engineering to turn quant researcher signal research into repeatable, scalable factor computation and delivery pipelines.
Define product requirements for factor infrastructure, including reference data dependencies and standardized identifiers.
Own and scale the platform to accelerate growth for the Data Feeds & Quant business segment.

Benefits

Remote-friendly opportunity available anywhere in the US or at any of our US offices (NYC, Austin, Miami, Denver, Mountain View, Seattle).
People-centric culture focused on mastery, ownership, and transparency.
Recognized as one of Inc's Best Workplaces for three consecutive years.
Fast-growing technology company backed by The Carlyle Group and Norwest Venture Partners.