β¨ AI Insights & Summary
This is a unique opportunity for a Product Manager to spearhead YipitData's rapidly growing Data Feeds & Quant business. You will own and scale the platform for quant product development, translating alternative datasets into actionable signals for systematic investors. Backed by significant investment and a strong market position, YipitData offers a dynamic, people-centric culture focused on mastery and ownership. If you have a strong background in product management for quantitative users and a passion for alternative data, this role offers immense impact and growth potential.
Product Manager, Data Feeds & Quant - YipitData
About YipitData
YipitData is a leading market research and analytics firm specializing in the disruptive economy, analyzing billions of alternative data points daily. With a recent valuation exceeding $1B, we provide critical insights on ridesharing, e-commerce, payments, and more to major investment funds and corporations. Recognized as one of Incβs Best Workplaces, we cultivate a people-centric culture focused on mastery, ownership, and transparency.
About the Role
This is a remote-friendly opportunity based in the US (NYC HQ, or any of our US offices, or fully remote). We are seeking a Product Manager to own and scale the platform for our fastest-growing segment: Data Feeds & Quant. You will sit at the intersection of quant research, data products, engineering, and go-to-market, transforming proprietary alternative datasets into client-ready factor and signal products for systematic investors.
This is a product-defining role, not a maintenance position. You will shape the product strategy, build the operating model, and bring a new class of data products to market.
In this Role, You Will:
Quant Platform & Factor Library Development
- Define and own the product specifications for our factor library, including definitions, coverage rules, methodology, evidence packs, and QA frameworks.
- Build and scale a standardized factor taxonomy across multiple proprietary datasets.
- Collaborate with quant researchers to conduct deep diligence on datasets and publish high-alpha signal research, translating it into repeatable, productized factor pipelines.
- Sequence the factor library development from beta to a comprehensive offering.
Signal-to-Pipeline Engineering Partnership
- Translate quant research signals into repeatable, scalable factor computation and delivery pipelines with engineering partners.
- Define product requirements for factor infrastructure, including reference data, identifiers, QA, and monitoring.
- Ensure factor pipelines are stable, accurate, and delivered consistently.
Customer Research & End-Market Strategy
- Conduct deep customer research to understand systematic end-user needs, integration requirements, and backtesting workflows.
- Translate customer insights into a prioritized product roadmap serving diverse quant buyers.
- Support pricing, packaging, and competitive positioning decisions.
Go-to-Market & Commercial Accountability
- Partner with revenue and product marketing teams on GTM plans, case studies, and methodology documentation.
- Share ARR and P&L accountability for owned quant products.
- Enable sales motions and client conversations alongside Product Specialists.
Cross-Functional Collaboration
- Partner with Engineering on technical approach, infrastructure, and reliability.
- Work closely with Quant Researchers as a key internal customer.
- Coordinate with Feed Operations on delivery and incident management.
- Partner with the Customer Success team to drive retention and client satisfaction.
What We're Looking For:
Required
- 8+ years of product management experience, with a strong preference for products serving buy-side systematic/quantitative users.
- Deep familiarity with the quant/systematic investing workflow (factor construction, backtesting, signal evaluation, portfolio construction).
- Experience defining and shipping data-intensive or quantitative products.
- Ability to translate quantitative research into product/engineering requirements.
- Proven cross-functional collaboration skills in a high-growth environment.
- Excellent customer research skills with sophisticated quant buyers.
- Strong commercial instinct, including comfort with ARR accountability and pricing strategy.
Preferred
- Experience at a quantitative hedge fund, systematic asset manager, or alternative data provider.
- Familiarity with alternative data and its use in systematic strategies.
- Understanding of factor model frameworks and alpha signal evaluation.
- Experience building or managing data delivery infrastructure (APIs, feeds, platforms).
- Comfort with Python, SQL, or similar data exploration tools.
What We Offer
- Compensation: Annual on-target earnings anticipated to be $180k-$200k, plus equity. Final offer based on experience, skills, and internal benchmarks.
- Benefits: Competitive salary, flexible work hours, flexible vacation, generous 401K match, parental leave, team events, wellness budget, learning reimbursement, and more.
- Growth Environment: Impact-driven career progression, focus on mastery, ownership, respect, and trust.
Note: This role can be performed fully remotely within the United States. If performed outside of specified office locations, income may be subject to New York State tax withholding. Visa sponsorship is not available for this position.
YipitData is committed to equal employment opportunity.