Portfolio Optimization

Found in: beBee S US - 2 weeks ago

New York, United States Selby Jennings Full time

Job Title: Portfolio Optimization

Location: Boston, MA or New York, NY

Job Type: Full-time

About Us:

A prestigious hedge fund specializing in innovative investment strategies designed to deliver superior returns for their clients is seeking a new hire. With a focus on portfolio optimization and risk management, they are seeking a talented Portfolio Optimization Analyst to join their dynamic team. This role offers an exciting opportunity to work in a fast-paced environment with cutting-edge technology and to contribute to the success of our investment strategies.

Job Description:

As a Portfolio Optimization Analyst, you will play a critical role in optimizing their investment portfolios and enhancing their risk management capabilities. Leveraging your expertise in operations research and strong programming skills, you will develop and implement advanced optimization algorithms to maximize portfolio returns while minimizing risk.

Key Responsibilities:

  • Portfolio Optimization: Develop and implement mathematical models and algorithms to optimize portfolio construction, asset allocation, and risk management.
  • Quantitative Analysis: Conduct in-depth analysis of market data, historical performance, and portfolio characteristics to identify opportunities for optimization and improvement.
  • Programming: Utilize programming languages such as Python, R, MATLAB, or C++ to implement optimization algorithms, perform data analysis, and automate processes.
  • Risk Management: Assess and quantify portfolio risk exposures using statistical techniques and risk models. Develop strategies to mitigate risks and enhance portfolio resilience.
  • Research and Development: Stay informed about the latest developments in operations research, quantitative finance, and portfolio optimization techniques. Research and propose innovative solutions to improve portfolio performance and efficiency.
  • Collaboration: Collaborate with portfolio managers, traders, and other team members to understand investment objectives and constraints. Communicate findings and recommendations effectively to stakeholders.

Qualifications:

  • Advanced degree (Ph.D. preferred) in Operations Research, Mathematics, Computer Science, Finance, or a related quantitative field.
  • Strong programming skills with experience in Python, R, MATLAB, or C++.
  • Knowledge of optimization techniques, including linear programming, nonlinear programming, and convex optimization.
  • Experience in portfolio optimization and asset allocation on the buy side or sell side is highly desirable.
  • Familiarity with financial markets, investment instruments, and risk management principles.
  • Excellent analytical and problem-solving skills, with a keen attention to detail.
  • Ability to work both independently and collaboratively in a fast-paced, results-driven environment.
  • Strong communication skills, with the ability to convey complex concepts to non-technical stakeholders.

Benefits:

  • Competitive salary and performance-based bonuses.
  • Comprehensive health, dental, and vision benefits.
  • Retirement savings plan with employer match.
  • Opportunities for professional development and training.
  • Dynamic and collaborative work environment with opportunities for growth and advancement.

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