What are the responsibilities and job description for the Quantitative Researcher (Portfolio Optimization) position at AAA Global?
Quantitative Researcher (Portfolio Optimization)
Our client is a centralized quantitative investment fund covering high-frequency and full-spectrum trading strategies. It’s now expending to the US market and is seeking talented quantitative researchers with portfolio optimization experience in NYC.
Responsibilities：
1. Conduct quantitative analysis and research in portfolio optimization, risk attribution, performance decomposition, and PnL analysis.
2. Monitor systematic exposures of factor portfolios and continuously optimize multi-factor strategies.
3. Execute critical research initiatives supporting investment processes.
Requirements：
1. Bachelor's, Master's, or PhD degree in Statistics, Physics, Computer Science, Mathematics, or other quantitative field.
2. Demonstrated experience in portfolio optimization projects with working knowledge of BARRA factor models.
3. Proficiency in ≥1 programming language: C /C#/Python/MATLAB/R (Python
preferred).
Preferred Qualifications：
1. Competition awards (e.g., IMO/IPhO/ACM-ICPC)
2. Publications in top-tier peer-reviewed journals/conferences