Quantitative Researcher, Portfolio Research

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+ 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