Quant版 - Portfolio Optimization Specialist |
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c*y
发帖数: 137 | 1 For some reason, my earlier post was deleted from this board, so I am
posting it again. We have received some strong resumes and will be
conducting phone interviews from next week. If you have strong background in
optimization theories, please submit your resume to c_yy@
hotmail.com or apply through the following URL:
https://careers.sac.com/JobDetail.aspx?id=150
BTW: If you could list your past experiences/projects/research/publications
in the area of numeric analyses and optimizations, it would be very helpful
when we screen your resumes.
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We are a global equities team in a large hedge fund with offices in both
Stamford and NYC, and we are looking to hire an equity portfolio
optimization intern/consultant to work on our new portfolio optimization
platform. The position is located in midtown NYC; compensation depends on
your level of experiences.
Please submit your resume to : c**[email protected]
Job Title: Portfolio Optimization Specialist Intern/Consultant
Job Description:
· Work with portfolio managers and research analysts to build a
state-of-the-art equity portfolio optimization platform.
Requirements:
· PhD or PhD candidate in mathematics, operations research,
statistics, computer science/engineering, electrical engineering or related
field with strong knowledge in optimizations and numeric methods. Masters in
related fields with strong experiences in optimization theories will also
be considered.
· Deep knowledge in modern portfolio theories and portfolio
optimization theories.
· Must have prior experiences working with numeric optimization
solvers, e.g., MOSEK, LoQo, CPLEX, AMPL.
· Must have strong experience in statistical and mathematical
programming (MATLAB/Octave strongly preferred)
· Strong object-oriented programming skills in Java, C# or C++
required.
· Excellent system design and development skills with strong focus
on system robustness and performance.
· Experiences in designing/implementing large, complex systems
highly preferred.
· Detailed oriented, with strong independent thinking.
· Prior experience in a portfolio management environment is highly
beneficial but not required.
· Prior experiences in researching and developing equity factor
models (risk and/or alpha) models and transaction cost models are
particularly helpful.
· Some knowledge or relational database systems and SQL will be
helpful but not required. | S*******s
发帖数: 13043 | 2 got promoted to boss la?
lunch together sometime? | o********n
发帖数: 100 | |
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