Für Recruiter

Mixed-Integer Optimization Modeler (PhD) - Fixed Income Portfolio

Analytic Recruiting Inc.
Boston, USA
Gepostet vor 5 Tagen Flexibel Permanent Competitive
J
Gepostet von
Jim Geiger
Executive Recruiter
Top Investment Manager specializing in global multi-asset fixed income strategies is seeking a Quantitative Analyst (Ph.D.) with experience dealing with large-scale mixed-integer problems. A Ph.D. in Operations Research or Industrial Engineering or equivalent exposure is strongly preferred. The firm will look at PhDs from other industries outside of finance with strong mixed-integer programming and optimization modeling experience.

Responsibilities:

  • The role will support the firm's fixed income Index Funds.
  • Work will include Fixed Income Portfolio Analysis, Portfolio Construction, and Portfolio Optimization strategies developing dynamic sector allocation models, systematic sector rotation models, and model-driven trading strategies in multiple fixed income markets using LP/IP/MIP programming.
  • Responsibilities will encompass portfolio construction, optimization, tactical asset allocation, strategy development & testing, and risk modeling for fixed income investment strategies.

 

Requirements:

  • Applicants should have a top school advanced degree (Ph.D. strongly preferred) with a strong background in management science, industrial engineering, or operations research.
  • 1+ years of experience in quantitative research [optimization, multi-factor, and alpha modeling] and strong computer skills (Python, R, SQL) are a must.
  • The role requires experience with mixed integer and linear programming (LP/IP.MIP) using optimization solver libraries such as Gurobi or CPLEX.
  • The firm will look at strong candidates with work experience outside of the capital markets.

This position provides opportunities to do cutting-edge modeling and advance to a portfolio management role. The company offers a very attractive compensation and benefits package.

Keywords: Index Funds, Optimization Solvers,LP, IP, MIP, Sector Rotation, High Yield, TIPS, Loans, Convertible Bonds, GTAA, R, Gurobi, CPLEX, Linear Programming, Mixed Integer Programming, Multi-Asset, Mutual Funds, Fixed Income, Real Return, portfolio construction, asset allocation, SQL, Fund performance, multi-factor models, macro-economics.

Please send resume to Jim Geiger  jeg@analyticrecruiting.com

Job ID  JEG-23993
Mehr Jobs von Analytic Recruiting Inc.
Analytic Recruiting Inc.
Embedded Desk Quant - Short Term Bond Fund
Analytic Recruiting Inc.
Washington D.C., USA
vor 35 Minuten Full time Competitive
Analytic Recruiting Inc.
Quantitative Fixed Income Desk Quant
Analytic Recruiting Inc.
Washington D.C., USA
vor 5 Tagen Full time Competitive
Analytic Recruiting Inc.
Systematic Fixed Income Investment Analyst
Analytic Recruiting Inc.
Washington D.C., USA
vor 4 Tagen Full time Competitive
Analytic Recruiting Inc.
Multi-Asset Quantitative Risk Analyst
Analytic Recruiting Inc.
New York, USA
vor 1 Tag Full time Competitive
Analytic Recruiting Inc.
Investment Performance and Risk Analyst - Hybrid and Remote
Analytic Recruiting Inc.
Boston, USA
vor 3 Tagen Full time Competitive
Analytic Recruiting Inc.
Interest Rate Quant - Model Validation
Analytic Recruiting Inc.
New York, USA
vor 1 Tag Full time Competitive
Analytic Recruiting Inc.
C++ Quantitative Developer - Fixed Income Trading Systems
Analytic Recruiting Inc.
New York, USA
vor 1 Tag Full time Competitive
Analytic Recruiting Inc.
OTC Derivatives Valuations Manager
Analytic Recruiting Inc.
Dallas, USA
vor 2 Tagen Full time Competitive
Analytic Recruiting Inc.
Quantitative Market Risk Analyst - Asset Manager
Analytic Recruiting Inc.
San Francisco, USA
vor 3 Tagen Full time Competitive
Analytic Recruiting Inc.
Quantitative Equity Researcher -Hedge Fund
Analytic Recruiting Inc.
Stamford, USA
vor 3 Tagen Full time Competitive
Ähnliche Jobangebote
Wellington Management Company, LLP
Investment Strategy Analyst
Wellington Management Company, LLP
Boston, USA
Wellington Management Company, LLP
Investment Research Analyst
Wellington Management Company, LLP
Boston, USA
Analytic Recruiting Inc.
Embedded Desk Quant - Short Term Bond Fund
Analytic Recruiting Inc.
Washington D.C., USA
Analytic Recruiting Inc.
Quantitative Fixed Income Desk Quant
Analytic Recruiting Inc.
Washington D.C., USA
Analytic Recruiting Inc.
Systematic Fixed Income Investment Analyst
Analytic Recruiting Inc.
Washington D.C., USA