Senior Quant Researcher — Portfolio Optimization

Comity; New York (NY); Hybrid; USD 150,000 - 250,000; Full time

Benefits offered by this job

Equity

Bonus

Job summary

Comity is seeking a Quantitative Researcher for Portfolio Optimization to manage power trading strategies in New York City. This role involves developing information systems and collaborating with teams on quantitative risk modeling.

Candidates should have a graduate degree in a related quantitative field, P&L experience, and strong Python coding skills. The compensation range is $150K – $250K with equity and bonuses offered.

Qualifications

• Experience in U.S. wholesale electricity markets is a plus.

Responsibilities

• Lead portfolio management of power trading strategies.
• Develop information systems for systematic allocation decisions.
• Collaborate on risk measures and quantitative risk modeling.
• Work with engineering and finance teams on new assets.

Skills

P&L responsibilities

Applied mathematics

Probability and statistics

Numerical algorithms

Optimization techniques in finance

Python programming

Effective communication

Empathetic teaching

Education

Graduate degree in mathematics, statistics, machine learning, computer science, physics, or a related field

Job description

Comity is seeking a Quantitative Researcher for Portfolio Optimization to manage power trading strategies in New York City. This role involves developing information systems and collaborating with teams on quantitative risk modeling.

Candidates should have a graduate degree in a related quantitative field, P&L experience, and strong Python coding skills. The compensation range is $150K – $250K with equity and bonuses offered.