Portfolio Optimization Expert
4 days ago
We are seeking a highly motivated and experienced Portfolio Optimization Expert to join our Risk Management & Quantitative Research team. The successful candidate will be responsible for leading research efforts to develop innovative risk management approaches, tools, and analytics, and collaborating with portfolio managers to improve portfolio construction quality and achieve optimal risk-adjusted returns.
Key Responsibilities
- Develop and maintain a deep understanding of the equity and macro factors that drive the risk of the portfolio.
- Lead research efforts to develop innovative risk management approaches, tools, and analytics by leveraging the collective knowledge of the platform.
- Collaborate with portfolio managers to improve portfolio construction quality, achieving optimal risk-adjusted returns, and setting appropriate risk guidelines and limits.
Requirements and Qualifications
- A minimum of 5 years of experience as a risk manager or portfolio manager with a focus on hedged discretionary or systematic equity strategies.
- Detailed understanding of equities risk management, portfolio construction (multi-factor models, optimization techniques), and trading (slippage analysis).
- Knowledge of quantitative finance and statistical programming tools, ideally SQL and Python.
- Strong communication skills to articulate complex ideas to senior management and portfolio managers.
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