A $5bn AUM hedge fund is hiring an experience Portfolio Optimization Analyst to join their core, systematic research team. This person will directly report to The Head of Systematic Research within the firm and have a direct impact on portfolio optimization, risk management, and algorithmic trading.
Key Responsibilities:
- Develop and implement advanced portfolio optimization models, including a high-performance, real-time multi-period optimizer.
- Collaborate closely with trading teams, integrating their strategies into sophisticated risk management solutions.
- Conduct comprehensive back-testing and scenario analysis for portfolio risk and return assessment.
- Research and improve our transaction cost modelling, ensuring more accurate and efficient trade executions.
- Maintain up-to-date knowledge of market trends, financial regulations, and advancements in quantitative finance.
- Communicate complex quantitative concepts effectively to a diverse audience.
