Data Scientist, Portfolio Optimization

Tech Stack

Responsibilities

• Implement and maintain core portfolio engine: order management system, execution simulation layer, portfolio construction service, and performance tracking.
• Design risk frameworks to quantify exposure across a portfolio of drug development bets with radically different risk profiles, timelines, and failure modes.
• Run rigorous backtesting experiments with strict temporal constraints to evaluate Formation strategies.
• Integrate internal Formation data sources (clinical trial data, genomic evidence, real-world data) and proprietary tooling into portfolio analytics pipelines.
• Work with product and engineering teams to build dashboards and reporting that communicate portfolio performance, risk metrics, and strategy comparisons.

Benefits

• Equity
• Health Insurance

Culture

Requirements