REQUIREMENTS
- Training in academic fields such as numeric optimization theories, linear quadratic, mixed integer and conic optimization's.
- Experience with optimization engines such as Mosek, CVX, Axioma.
- Advanced degree in Math, Stats, Computer Science, Engineering, Physics.
- Proficient in Python
RESPONSIBILITIES
- Design and implement algorithmic strategies to optimize investment portfolios.
- Stay updated on the latest advancements in quantitative finance and incorporate cutting-edge techniques into portfolio optimization models.
- Collaborate with portfolio managers, traders, and other investment professionals to understand their objectives and constraints.
- Proficiently use programming languages such as Python, R, or MATLAB for quantitative analysis and model implementation.
