Quantitative Researcher - Portfolio Optimization
Hybrid
Core
Design and implement multi-period portfolio optimization frameworks and intraday trading strategies for live trading environments.
Role type
Quantitative Researcher (Portfolio Optimization)
Builds
Scalable optimization models and execution algorithms for trading systems
Domain
Financial Technology / Quantitative Finance
Deliverable
production ML models
Required skills
Portfolio optimization, MOSEK, transaction cost modeling, slippage modeling, Python, C++, real-time data processing
Preferred skills
Experience integrating optimization routines in production trading systems
Responsibilities
Design multi-period portfolio optimization frameworks, Leverage MOSEK and other optimization solvers, Develop intraday trading strategies, Monitor model performance in live trading
Seniority
Mid-Senior, hands-on IC
