Job Description

Role:

The portfolio researcher role involves:

  • Quantitative portfolio optimization
  • Quantitative risk control and risk factor research
  • Analysis and research on transaction costs and market impact
  • Build consolidated forecasts from individual signals

    • Responsibilities:


  • Conduct alpha, risk, and transaction cost research
  • Monitor portfolio performance and identify opportunities for alpha research and risk control
  • Work with engineers to build portfolio simulation and analysis tools

    • Requirements:


  • 3-10 years of experience with mid-frequency trading
  • Deep understanding of portfolio optimization techniques, including:Mean-variance optimizationRisk budgetingTransaction cost modelsFactor-neutral or dollar-neutral construction
  • Demonstrated ability to maintain alpha decay discipline
  • Deep intuition for portfolio-level risks: exposure to st...

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