Title: Portfolio Optimization Quant Researcher
We're currently seeking a talented individual to join our centralized team at one of the leading hedge funds with $5B AUM. As our newest Portfolio Optimization Quantitative Researcher, you'll be responsible for transaction cost analysis, execution, and portfolio construction using your expertise in Python programming.
Key Responsibilities:
- Conducting comprehensive transaction cost analysis
- Executing trades across various asset classes
- Developing quantitative models to support optimal decision-making processes
- Collaborating with other members of the quant team on innovative strategies
Qualifications:
To succeed in this role, we are searching for candidates who possess some combination of the following qualifications/skills:
1. Strong background (Masters/PhD preferred) within finance/economics/mathematics/statistics/engineering from top-tier universities.
2. Proven experience working effectively within investment management organizations.
3. Ability to program proficiently utilizing languages such as Python is required.
4.Excellent communication skills; ability work well independently while also collaborating efficiently amongst teammates.
