Quantitative Research Strategist — Portfolio Optimization

Capital Group; New York (NY); On-site; USD 168,924 - 270,278; Full time

Benefits offered by this job

Generous time-off benefits

Company-funded retirement contributions

Professional development resources

Job summary

Capital Group is seeking a Quantitative Research Associate in New York. The role involves conducting rigorous quantitative research and analysis within the Quantitative Research and Analytics group. You will work on portfolio optimization and communication of findings to stakeholders.

The ideal candidate has at least five years of experience in optimization methods, strong programming skills, and an advanced degree in a mathematically rigorous field.

Benefits include competitive salary, bonuses, and health benefits from day one.

Qualifications

• Minimum 5 years of relevant experience in optimization and portfolio construction.
• Excellent systems and computer skills.
• Basic knowledge of econometrics and modern financial theory.

Responsibilities

• Deliver high-impact research on portfolio construction and optimization.
• Develop and maintain relevant quantitative models and frameworks.
• Communicate results and recommendations to stakeholders.

Skills

Optimization methods

Quantitative programming languages (e.g., Python, Julia, R)

Fundamental research

Quantitative research skills

Education

Advanced degree (MFE, MSc, PhD) in a mathematically robust discipline

Tools

Gurobi

Mosek

Job description

Capital Group is seeking a Quantitative Research Associate in New York. The role involves conducting rigorous quantitative research and analysis within the Quantitative Research and Analytics group. You will work on portfolio optimization and communication of findings to stakeholders.

The ideal candidate has at least five years of experience in optimization methods, strong programming skills, and an advanced degree in a mathematically rigorous field.

Benefits include competitive salary, bonuses, and health benefits from day one.