Quant Researcher - Convex Optimization

Position Overview:

• Research and identify new modellings for the portfolio optimizations problems encountered by the traders.

• Propose and implement modification to the existing tools.

• Develop a strong understanding of strategy needs for optimization.

Typical Day of Quantitative Researcher:

• Primary focus throughout the day is working with traders and portfolio managers to refine their portfolio construction needs.

• Review various reports of existing tools and optimization problems.

• Explore new methods, new software and new ideas to improve our current setup.

Required Qualifications:

• Ph.D. degree in Optimization, Numerical Computing or Scientific Computing

• Strong technical profiles with other relevant Ph.D. degree in Physics, Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research can be considered

• 1 - 5 years of working experience from financial industry

• Programming proficiency with at least one major programming language (e.g. C++, Java)

• Strong communication skills and ability to work well with colleagues across multiple regions

• Pragmatic approach, open minded and creative

• Ability to work well under pressure