Lead Quant Analyst - Portfolio Optimization & Construction
Firm: Multi-Trillion AUM Global Asset Manager
- Design and implement advanced optimization models tailored to long-only portfolio construction.
- Lead research initiatives focused on improving portfolio efficiency, risk-return tradeoffs, and constraint management.
- Collaborate with investment teams to translate portfolio objectives into robust, scalable optimization solutions.
- Partner with technology and data teams to build and maintain research infrastructure and production-ready tools.
- Stay current on academic and industry advancements in optimization, operations research, and quantitative investing.
- Communicate research findings and model implications clearly to investment professionals and stakeholders.
- Contribute to the mentorship and development of junior team members within the group.
- Advanced degree (PhD or MSc) in Operations Research, Applied Mathematics, Financial Engineering, or a related quantitative field.
- 7-15 years of experience in portfolio optimization and construction within a large asset management or institutional investment environment.
- Deep understanding of optimization theory and practical experience with solvers (e.g., Gurobi, CPLEX, MOSEK).
- Strong programming skills in Python or similar languages used in quantitative research.
- Familiarity with long-only equity portfolio management, including regulatory and operational constraints.
- Excellent communication and collaboration skills, with the ability to work across investment, research, and technology teams.
- A self-starter mindset with a commitment to continuous learning and innovation.
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