Quant Researcher - Optimization Selby Jennings - 3.0 New York, NY Job Details Full-time $500,000 - $1,000,000 a year 16 hours ago Qualifications Doctoral degree in statistics Quantitative applied research Statistics Predictive modeling analysis Financial model development Software coding Mathematics Financial market research Mid-level Math Ph.D. in statistics Doctor of Philosophy Financial markets data analysis Financial trading strategy development Financial strategy recommendations Forecasting Doctoral degree in physics Physics Quantitative analysis 2 years Quantitative investment strategy Python Full Job Description A Quantitative Hedge Fund managing $5bbn AUM with 10 years of exceptional performance is looking for a Quantitative Researcher specialized in Optimization research to join their tight-knit team in NYC. The incoming member will work in a group of ~20 QRs who are largely focused on systematic strategy development across global equity & future markets. This QR seat is open to both PhD/Postdoc graduates and those coming from industry who possess an incredibly strong mathematical + analytical skillset. You will be entrusted in spearheading the research agenda for developing covariance models to understand intraday changes in markets, identify how well internal forecasts perform and in turn, identify optimal portfolio optimization features to maximize the PnL of alpha. The ideal candidate for this role will have: 2+ years of experience conducting optimization and/or monetization research (buyside preferred) Exceptional mathematical modeling skillset Advanced Python coding capabilities Strong interest in financial markets + the complex problems that exist in the space PhD in Mathematics, Statistics, Physics, Operations Research, EECS