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About Itoflow
Itoflow is building AI agents for investment management. Most AI products in financial services focus on speeding up and streamlining existing workflows, such as summarising documents, searching, retrieving and analysing information, generating presentations, and automating repetitive tasks.
We are building agents that work alongside portfolio managers, analysts, and researchers throughout the whole investment process. This includes researching ideas, constructing portfolios, reasoning about risk, responding to changing markets, and helping manage portfolios through time.
About
The ambition is to build an AI research and investment partner capable of reasoning about the same questions any traditional investment team faces:
- What should we own?
- How much should we own?
- What risks are we taking?
- Is the investment thesis still valid?
- What are we missing?
But we look beyond the portfolio state: we ask the agent to help build and run a policy driven by the portfolio mandate and designed to withstand the risks that matter to the investor.
This requires more than an LLM interface. Itoflow brings together AI agents, investment data, quantitative tools, portfolio analytics, execution and approval workflows, and the controls required for professional investment environments.
We are starting with hedge funds and sophisticated investment teams, where the potential impact is greatest. We expect our product and the problems we work on to evolve as we learn.
The founding team comes from investment banking, quantitative trading and technology, including JPMorgan, RBC, Tower Research, Google, and Microsoft.
Why now
Financial institutions are moving from AI experiments into production. Some areas, such as anomaly detection, compliance, electronic trading, credit, and semantic search and retrieval, have already proven the value of AI. Most current production deployments focus on search, analysis, and workflow automation. The next opportunity is applying agents to investment research and portfolio management.
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For these agents to be useful, they need reliable data, sound quantitative methods, rigorous evaluation, and strict controls. Building those capabilities is central to making Itoflow's product trustworthy.
Joining now means helping define the product's quantitative foundations at an early stage.
The role
We are looking for a Quantitative Researcher & Developer to build the financial reasoning and quantitative capabilities behind Itoflow's agents.
The role sits between quantitative research and software development. You will take investment questions around valuation, portfolio construction, risk, market behaviour, and changing investment theses, then turn them into research methods, tools, and evaluations that our agents can use.
Your work will begin with research and testing, but it will not end in a notebook. You will be responsible for carrying successful methods into production and ensuring they continue to work reliably with real financial data.
You will work closely with the founders, engineers, product team, and external investment professionals. You will also influence which problems we solve, how we evaluate agent behaviour, and how Itoflow's quantitative capabilities develop over time.
What you will own
- Develop and validate quantitative methods across investment research, portfolio construction, risk, factor exposure, attribution, and scenario analysis.
- Turn those methods into tools that Itoflow's agents can use when researching investments and analysing portfolios.
- Take work from research prototype to tested, reproducible, and maintainable production code.
- Build evaluations for numerical correctness, source fidelity, consistency, and decision quality.
- Establish rigorous treatment of financial data, including point-in-time integrity, corporate actions, currencies, missing data, and selection bias.
- Diagnose failures in agent output and determine whether the problem comes from the data, method, tooling, or model reasoning.
- Work with investment teams to turn real processes into reusable product capabilities instead of bespoke implementations.
- Help shape Itoflow's quantitative architecture, research standards, and product roadmap.
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What we are looking for
- A record of conducting rigorous quantitative research and turning it into robust software.
- Strong knowledge of financial markets, portfolio construction, risk, or systematic investment research.
- Excellent Python skills and practical experience working with financial datasets.
- Strong foundations in statistics, time-series analysis, optimisation, or related quantitative methods.
- An understanding of common research failures, including look-ahead bias, survivorship bias, overfitting, and poor data provenance.
- The ability to move between an investor's question, a quantitative specification, and production code.
- Good judgement about what should become a reusable product capability and what should remain specific to an investment firm.
- The independence, agility, and adaptability required to work effectively in an early-stage company.
Experience with LLMs or agent systems is useful but not required. Evidence of rigorous thinking, dependable engineering, and strong investment intuition matters more.
Compensation
- Competitive salary based on experience
- Early-stage stock options
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