Quantitative Researcher, Portfolio Research
2 weeks ago
The portfolio researcher role involves:
- Quantitative portfolio optimization
- Quantitative risk control and risk factor research
- Analysis and research on transaction costs and market impact
- Build consolidated forecasts from individual signals
- Conduct alpha, risk, and transaction cost research
- Monitor portfolio performance and identify opportunities for alpha research and risk control
- Work with engineers to build portfolio simulation and analysis tools
- 3-10 years of experience with mid-frequency trading
- Deep understanding of portfolio optimization techniques, including:
- Mean-variance optimization
- Risk budgeting
- Transaction cost models
- Factor-neutral or dollar-neutral construction
- Demonstrated ability to maintain alpha decay discipline
- Deep intuition for portfolio-level risks: exposure to style/factor risk (e.g., momentum, value), sector risk, macro risk, and understanding of:
- Real-time risk monitoring
- Drawdown control and stop-loss frameworks
- Scenario analysis / stress testing
- Strong grasp of data engineering and research infrastructure-can work with our quant researchers and developers
- Commitment to the highest ethical standards
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