The Quantitative Researcher, Portfolio Research will join a systematic trading team to conduct portfolio optimization, risk factor research, and transaction cost and market impact analysis. You will build consolidated forecasts from individual signals, monitor portfolio performance, and work with engineers to develop portfolio simulation and analysis tools. The role requires mid-frequency trading experience and strong expertise in optimization techniques (mean-variance, risk budgeting), transaction cost models, and real-time portfolio risk monitoring.
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 optimization
Risk budgeting
Transaction cost models
Factor-neutral or dollar-neutral construction
Demonstrated ability to maintain alpha decay discipline
Deep intuition for portfolio-level risks: exposure to style/factor risk (e.g., momentum, value), sector risk, macro risk, and understanding of:
Real-time risk monitoring
Drawdown control and stop-loss frameworks
Scenario analysis / stress testing
Strong grasp of data engineering and research infrastructure—can work with our quant researchers and developers
Commitment to the highest ethical standards
The annual base salary range for this role is $200,000-$300,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.
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Role:
\n
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:
\n
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:
\n
3-10 years of experience with mid-frequency trading
Deep understanding of portfolio optimization techniques, including:
Mean-variance optimization
Risk budgeting
Transaction cost models
Factor-neutral or dollar-neutral construction
Demonstrated ability to maintain alpha decay discipline
Deep intuition for portfolio-level risks: exposure to style/factor risk (e.g., momentum, value), sector risk, macro risk, and understanding of:
Real-time risk monitoring
Drawdown control and stop-loss frameworks
Scenario analysis / stress testing
Strong grasp of data engineering and research infrastructure—can work with our quant researchers and developers
Commitment to the highest ethical standards
The annual base salary range for this role is $200,000-$300,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.
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The Quantitative Researcher, Portfolio Research will join a systematic trading team to conduct portfolio optimization, risk factor research, and transaction cost and market impact analysis. You will build consolidated forecasts from individual signals, monitor portfolio performance, and work with engineers to develop portfolio simulation and analysis tools. The role requires mid-frequency trading experience and strong expertise in optimization techniques (mean-variance, risk budgeting), transaction cost models, and real-time portfolio risk monitoring.
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 optimization
Risk budgeting
Transaction cost models
Factor-neutral or dollar-neutral construction
Demonstrated ability to maintain alpha decay discipline
Deep intuition for portfolio-level risks: exposure to style/factor risk (e.g., momentum, value), sector risk, macro risk, and understanding of:
Real-time risk monitoring
Drawdown control and stop-loss frameworks
Scenario analysis / stress testing
Strong grasp of data engineering and research infrastructure—can work with our quant researchers and developers
Commitment to the highest ethical standards
The annual base salary range for this role is $200,000-$300,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.
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Role:
\n
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:
\n
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:
\n
3-10 years of experience with mid-frequency trading
Deep understanding of portfolio optimization techniques, including:
Mean-variance optimization
Risk budgeting
Transaction cost models
Factor-neutral or dollar-neutral construction
Demonstrated ability to maintain alpha decay discipline
Deep intuition for portfolio-level risks: exposure to style/factor risk (e.g., momentum, value), sector risk, macro risk, and understanding of:
Real-time risk monitoring
Drawdown control and stop-loss frameworks
Scenario analysis / stress testing
Strong grasp of data engineering and research infrastructure—can work with our quant researchers and developers
Commitment to the highest ethical standards
The annual base salary range for this role is $200,000-$300,000 (USD) , which does not include discretionary bonus compensation or our comprehensive benefits package. Actual compensation offered to the successful candidate may vary from posted hiring range based upon geographic location, work experience, education, and/or skill level, among other things.
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