Portfolio Optimization Quant Researcher

Found in: beBee S US - 2 weeks ago


New York, United States Selby Jennings Full time

Are you a seasoned portfolio optimization expert who has sat on a central risk book or stat arb desk? A leading multi manager quant shop is searching for a portfolio optimization expert to join their newly hired head of CRB. This is your chance to play a pivotal role in a greenfield build out with the guidance and mentorship from a seasoned quant veteran.

Responsibilities

  • Lead the development and construction of advanced portfolio optimization models, specifically focusing on multi period optimization
  • Collaborate closely with trading teams to seamlessly integrate the strategies into risk management solutions
  • Enhance TCA modeling and contribute to building robust back testing and scenario analysis for assessing portfolio risk and return

Requirements

  • Master's or PhD degree in Operations Research, Computer Science, or Mathematics
  • Demonstrate hands on experience developing financial models within real time trading environments
  • Proficiency in Python coding, along with proven experience using an optimization software (ex. Mosek)
  • Possess a solid foundation in statistics, ML and data analysis techniques


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