Title: Portfolio Optimization Analyst
Compensation: $200k-$300k base salary + performance bonus
Summary: A $5bn hedge fund is looking to bring on a Portfolio Optimization Analyst to sit on their centralized trading team. The ideal candidate will have a profound understanding of quantitative finance, with expertise in portfolio optimization, risk management, and algorithmic trading. Exceptional technical proficiency is a key requirement, with a specific emphasis on the ability to architect a high-performance portfolio optimizer.
Responsibilities:
- Develop and implement sophisticated models for optimizing portfolios, encompassing a real-time multi-period optimizer with high performance.
- Work collaboratively with the trading team to incorporate their strategies into refined risk management solutions.
- Perform comprehensive back-testing and scenario analysis to assess portfolio risk and returns thoroughly.
- Conduct research to enhance our transaction cost modeling, aiming for greater accuracy and efficiency in trade executions.
Qualifications:
- Advanced degree (Ph.D. preferred) in Operations Research or a quantitative field.
- High proficiency in Python/ C++
- Experience using MOSEK or similar optimization software.
- Preferable expertise in real-time trading financial models, strong proficiency in statistical modeling, machine learning, and data analysis, as well as a comprehensive understanding of multi-asset class risk models and market microstructure
