Optimization Quant Researcher:
A tier 1 global hedge fund is seeking a skilled Optimization Researcher to join the team under an experienced equity portfolio manager. The ideal candidate should possess a PhD in Operations Research, or other quantitative discipline, and have a strong understanding of Optimization Research. If you are passionate about optimization research and want to take your career to the next level working directly with a PM, this role is for you.
- PhD/MS in Operations Research or other quantitative discipline
- Proficient in Python or C++ coding
- Strong applied optimization research experience
- Portfolio optimization research is a plus
* Development and implementation of new portfolio optimization models and research, specifically within the field of multi-period optimization
* Collaborating with the PM/traders directly throughout alpha generation process
* Effectively communicate complex quantitative concepts effectively to a variety of audiences
To apply, please submit your application directly.