Quantitative Researcher, Portfolio Research

AI overview

This role involves conducting advanced research on portfolio optimization and risk management while collaborating with engineers to develop analytical tools.

Role

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:

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