Quantitative Researcher for Portfolio Optimization

Comity is seeking a Quantitative Researcher for Portfolio Optimization to lead portfolio management of our power trading strategies. The role involves developing information systems, designing acceptance criteria, collaborating with risk managers, and working with software and finance teams.

Requirements

• Held P&L responsibilities as a quantitative portfolio manager
• Deep knowledge of applied math, probability, statistics, and numerical algorithms
• Knowledge of optimization techniques in finance
• Strong coding skills in Python
• Graduate degree in mathematics, statistics, machine learning, computer science, physics, or a related quantitative modeling field
• Ability to communicate mathematical concepts to technical and non-technical audiences
• Lifelong learner and empathetic teacher
• Experience in U.S. wholesale electricity markets (nice to have)

Benefits

• Generous Paid Time Off
• 401k Matching
• Retirement Plan
• Relocation Assistance

Originally posted on Himalayas