Quant Researcher - Portfolio Optimization & ML Innovation

Dualitas Capital Management LLC; New York (NY); On-site; USD 100,000 - 300,000; Full time

Benefits offered by this job

Competitive compensation

Medical/dental/vision coverage

401k with profit sharing

Flexible working arrangement

Work visa and green card sponsorship

Job summary

A financial management firm in New York is seeking a Quant Researcher to conduct research in quantitative portfolio construction. The ideal candidate will have deep knowledge in optimization theories, experience with Python and Java, and a Master’s degree in a quantitative field. The role offers a competitive compensation package, including the possibility of work visa sponsorship. Suitable candidates will also benefit from a collegial and fast-paced work environment with flexible scheduling.

Qualifications

• Deep knowledge in optimization theories, including LP, QP, MIP, SOCP.
• Strong knowledge and experience in advanced machine learning methods.
• Hands-on experience with Python and Java required.

Responsibilities

• Conduct research in quantitative portfolio construction and optimization algorithms.
• Participate in design and maintenance of the portfolio optimization system.
• Develop traditional and non-traditional alpha forecasting techniques.

Skills

Optimization theories

Machine learning methods

Python

Java

Data science tool stacks

Education

Master’s or above in a quantitative discipline

Job description

A financial management firm in New York is seeking a Quant Researcher to conduct research in quantitative portfolio construction. The ideal candidate will have deep knowledge in optimization theories, experience with Python and Java, and a Master’s degree in a quantitative field. The role offers a competitive compensation package, including the possibility of work visa sponsorship. Suitable candidates will also benefit from a collegial and fast-paced work environment with flexible scheduling.