Portfolio Optimization Quant Researcher - Hedge Fund - Anson Mccade : Job Details

Portfolio Optimization/Construction Quant Researcher - Alternative Investment Fund

NY based

This NY-based alternative investment firm was founded by HF industry veterans with multiple decades of experiences managing assets for large institutions. They specialize in global quantitative equities strategies and are seeking strong Quant Researchers to join a small and growing firm.

What they offer:

• A true start-up environment: small, collegial, fast-paced, and research-oriented; free of bureaucracy or hierarchy.
• Competitive compensation and benefits packages, including PTO, medical/dental/vision coverage, 401k with profit sharing, and flexible working arrangement (location and schedule wise).
• Full alignment between employees' career development goals and the firm's growth objectives.
• Work visa and green card sponsorship for candidates who require such.

Requirements:

• Must have solid academic training in numeric optimization theories, including linear, quadratic, mixed integer, conic optimizations etc.
• Have good understanding and experience in portfolio optimization theories and practices. Direct experience with optimization engines such as mosek, CVX, Axioma, etc would be highly preferred.
• At least one year of experience in industry, candidates with advanced degree in Math, Stats, CS, EE, Physics plus MFE with good academic training in optimization would also be considered.
• Must be proficient in software development, Python a must, Java a big plus.