I am currently working with a PM team at a $5BN AUM Hedge Fund in New York City that is actively looking for a Quantitative Analyst specialized within Portfolio Optimization, TCA analysis, and execution to join their research group.
They are looking for a Quant Researcher or Analyst who has experience working with a CRB or systematic trading environment with a well-diversified background working across signal research, portfolio optimization, developing optimization models and tools, TCA modeling, and hedging. This individual would ideally be an expert within the Optimization space who have knowledge in developing high-performance multi-period portfolio optimizers and models for the group. This is a fantastic opportunity to work with an extremely technical and successful buyside PM team within the optimization and algorithmic trading space!
Key Responsibilities:
- Develop and implement advanced portfolio optimization models and real-time multi-period optimizers to support a systematic trading team
- Conduct research and improvements across TCA and market impact modeling to help the PM team ensure more accurate and efficient execution for trades
- Work extensively alongside the PM and other members of the team to perform backtesting of systematic strategies and scenario analysis for portfolio PnL and risk calculations
Key Qualifications:
- 3-5+ years of experience working on the development of high-performance optimization models and optimizers to conduct portfolio optimization within a systematic trading environment
- Demonstrate exceptionally strong programming experience within Python. Experience utilizing MOSEK and other similar optimization software is preferred.
- Advanced Degree in Operations Research Mathematics, Computer Science, Engineering, or another quantitative field.
- Strong foundation and understanding of market micro-structure, statistical modeling, and data analysis
