--- title: 'Senior Quant Engineer at caplight.com' canonical: 'https://feeny.ai/job/senior-quant-engineer-caplight-com-san-francisco-4p3tfst0z5z7' type: 'job' last_seen: '2026-09-11' --- # Senior Quant Engineer at caplight.com - **Company:** caplight.com - **Location:** San Francisco, CA - **Employment:** full-time - **Work type:** onsite - **Posted:** 2025-04-02 - **Last confirmed live:** 2026-09-11 - **Apply:** https://jobs.gem.com/caplight-com/am9icG9zdDqJ1bb9widTzaVCt06eylS1 ## Job description Senior Quant Engineer ## Role Overview This unique role places you in the intersection of data engineering, quantitative finance, LLM application, and institutional sales. You will lead data and illiquid asset pricing projects from conception to implementation, all while supporting our institutional sales team in communicating the technical aspects of our pricing models to customers. Additionally, you’ll work with other data pipeline engineers and alongside our CTO to architect our data ingestion backend for new data sources we add to our models. You will have regular collaboration with the co-founders of Caplight and have a strong voice in the company’s overall strategy. About Caplight: Caplight is a seed-stage fintech company based in San Francisco building the future of the private markets. We operate a best-in-class data and trading platform for private tech company stock. Our vision is to make private market trading as easy as public stock trading. The customers we serve are many of the world's top banks, index providers, VCs, hedge funds, and other institutional asset managers. Our team is a small group of dedicated builders, and we pride ourselves on the quality and pace of our work. We’re excited for you to join the team! ## Role Responsibilities - Build and maintain pricing models: Create and fine-tune pricing models for illiquid assets, such as Caplight’s MarketPrice that predicts a daily price for actively-traded private companies - Identify and implement new model features: creatively identify potential new features/signals, analyze them for their impact, and incorporate them into ML models - Data engineering: Architect and build data pipelines to collect, parse, and store data used in ML pipelines and otherwise displayed on the Caplight Data platform. - LLM Implementation: Experiment with and implement LLMs to automate parts of Caplight’s data ingestion pipeline and support new features on the Caplight platform - Sales Support: Join calls with top-tier financial firms to explain Caplight’s models, data collection strategies, and help sell subscriptions. - Data Analysis Client Deliverables: respond to client requests for data analysis or data outputs, on the tight timelines that top-tier financial clients demand - Improve data pipeline efficiency: Optimize our data ingestion pipeline and automate our data QA processes to improve scale and reduce manual human review of data. About you: - Located in the SF bay area and eager to work in-person in SF at least 3 days per week (531 Howard St) - At least 6 years of professional experience in a quant or financial engineering role. Strong proficiency with Python, R, SQL, and LangChain. - Engineering experience outside of quant codebases. Ideally, some experience with Typescript, NodeJS, and Google Firebase. - CFA or demonstrated knowledge of CFA-related topics - At least 2 years of experience conceptualizing, implementing, and deploying ML models from scratch using Bayesian modeling, LLMs, and linear regression - Experience working on client-facing deliverables with tight deadlines - Strategic thinker while also detail-oriented. Caplight is a startup: you’ll be coming up with big ideas for our data strategy, but also QA’ing individual data points, and everything in between. - Strong project leadership and communication abilities — able to proactively communicate technical concepts to non-technical team members and clients, and take feedback and requests from clients and map these into projects - A generally positive, curious, passionate, and happy person Compensation: Salary: $225k - $275k | Equity: 0.2% - 0.5% Application: To apply, please fill out the following form: https://airtable.com/appxztKHbELEqt0lt/pagk22uv0hzTrH9kV/form ## About caplight.com ## Company Overview - **One-liner**: Caplight provides institutional investors with a platform for private market pricing, data, and secondary trading, aiming to bring public-market infrastructure to venture-backed assets. - **Entity Type**: Private (Seed/Corporate rounds; last round March 2026) - **Headquarters**: San Francisco, California, United States - **Founded**: 2020 (originally founded as Savory) - **Founders**: Javier Avalos (Co-founder & CEO), Justin Moore (Co-founder & CTO) ## Core Business - **Primary Industry**: Financial Services – Private market data, trading, and investor intelligence. - **Target Customers**: Institutional investors – hedge funds, asset managers, secondary funds, RIAs, family offices, broker-dealers (B2B). - **Mission**: “Bring the infrastructure and ease of public markets to the VC-backed asset class.” ## Products & Services - **[Secondary Market Pricing](https://www.caplight.com/)**: Real-time and historical private market pricing data sourced from primary and secondary transactions, including Caplight MarketPrice™ benchmark. - **[Institutional Trading](https://www.caplight.com/)**: An electronic marketplace connecting institutional buyers and sellers of private company shares, with over $5.2B in live buy/sell interest. - **[Investor Database](https://www.caplight.com/)**: Profiles on thousands of venture, growth, and secondary investors, including portfolio holdings, co-investor networks, and activity signals. - **[Deal Sourcing and Signal Tracking](https://www.caplight.com/)**: A searchable database of 60,000+ VC-backed companies with founder/team data, momentum scores, and alerts on inflection points. ## Market Standing - **Valuation / Market Cap**: Not disclosed (private). - **Key Metrics**: $9.7M total funding raised across 2+ rounds; Annual revenue estimated at ~$1M (per LinkedIn); 30-day trading volume of $610M (per website). - **Notable Investors/Partners**: Fin Capital (seed lead), Better Tomorrow Ventures (seed lead), Deutsche Börse (corporate round lead, 2022). Recent partnership: selected by Citi to provide independent pricing for its Digital Depositary Receipt (DDR) product. - **Growth Signals**: 22.2% headcount growth YoY (20 employees); +24.6% LinkedIn follower growth; live order book of $5.2B; expansion into institutional data feeds (Citi deal). ## Competitive Advantages - **Unique data asset**: Caplight captures real-time bid/ask and closed trade data from the secondary market, giving it a proprietary pricing benchmark (MarketPrice™) that competitors lack. - **Institutional trust**: Platform is built for and used by the world’s largest asset managers, with transparency and compliance standards that differentiate it from consumer-facing secondary market tools. - **Network effects**: The largest institutional broker network and live order book create a liquidity flywheel that makes the platform more valuable as more participants join. ## Strategic Focus - **Expand institutional adoption**: Deepening relationships with global banks and asset managers (e.g., Citi DDR) to embed Caplight data feeds into existing workflows. - **Scale data operations**: Hiring a Data Operations Lead to own data integrity and coverage, indicating a push to make the dataset “the most reliable in the market.” - **Go-to-market expansion**: Currently hiring across all sales tiers (SMB, Mid-Market, Enterprise), signaling a focus on capturing a broader set of institutional clients. ## Why Work Here - **Mission-driven team**: Small, agile team (20 people) working on bringing transparency and liquidity to opaque private markets. - **High standards**: Culture emphasizes client trust, quality, and moving fast – “We move quickly to release products and meet ever-changing market conditions.” - **Work environment**: In-office based in San Francisco (531 Howard Street, SoMa). Open roles are listed as San Francisco · In-Office, suggesting a strong office-first culture. - **Growth opportunity**: As a private company with fresh momentum (2026 round, Citi win), early employees can have outsized impact on product and market strategy. - **Notable perks**: Not explicitly listed, but the company prides itself on “the highest quality offering” and an agile, curious team. ## Sources 1. [caplight.com – Homepage](https://www.caplight.com/) 2. [caplight.com – About](https://www.caplight.com/about) 3. [caplight.com – Careers](https://www.caplight.com/careers) 4. [LinkedIn – Caplight Technologies](https://www.linkedin.com/company/caplight-technologies) 5. [CB Insights – Caplight Profile](https://www.cbinsights.com/company/caplight) ## Other roles at caplight.com - [Lead Backend Engineer](https://feeny.ai/job/lead-backend-engineer-caplight-com-san-francisco-td5vvytxv61y) — San Francisco, CA - [Senior Quant Engineer](https://feeny.ai/job/senior-quant-engineer-arrakis-finance-zurich-dt087232mcwh) — Zurich, Switzerland