Quant Researcher - Convex Optimization
Position Overview:
- Research and identify new modellings for the portfolio optimizations problems encountered by the traders.
- Propose and implement modification to the existing tools.
- Develop a strong understanding of strategy needs for optimization.
Typical Day of Quantitative Researcher:
- Primary focus throughout the day is working with traders and portfolio managers to refine their portfolio construction needs.
- Review various reports of existing tools and optimization problems.
- Explore new methods, new software and new ideas to improve our current setup.
Required Qualifications:
- Ph.D. degree in Optimization, Numerical Computing or Scientific Computing
- Strong technical profiles with other relevant Ph.D. degree in Physics, Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research can be considered
- 1 - 5 years of working experience from financial industry
- Programming proficiency with at least one major programming language (e.g. C++, Java)
- Strong communication skills and ability to work well with colleagues across multiple regions
- Pragmatic approach, open minded and creative
- Ability to work well under pressure