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Sr. Quant Researcher - Portfolio Construction & Optimization
Responsibilities: Apply statistical methods to solve complex problems Collaborate with Portfolio Managers to assess equity portfolio risks and help develop frameworks to mitigate risks Engage with research & engineering teams to help implement analytics into production Build risk models (from scratch) for both systematic and fundamental portfolios Requirements: 7-15 years of experience in a hands-on quantitative research capacity Bachelors, Masters or PhD in a technical field Exceptional mathematical and/or statistical modeling experience High-level coding experience in Python Strong interest in working closely with Portfolio Managers


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