c*y
发帖数: 137 | 1 We are a global equities team in a large hedge fund with offices in both
Stamford and NYC, and we are looking to hire an equity portfolio
optimization intern/consultant to work on our new portfolio optimization
platform. The position is located in midtown NYC; compensation depends on
your level of experiences.
Please submit your resume to : c**[email protected] or apply through the
following URL:
https://careers.sac.com/JobDetail.aspx?id=150
Job Title: Portfolio Optimization Specialist Intern/Consultant
Job Description:
· Work with portfolio managers and research analysts to build a
state-of-the-art equity portfolio optimization platform.
Requirements:
· PhD or PhD candidate in mathematics, operations research,
statistics, computer science/engineering, electrical engineering or related
field with strong knowledge in optimizations and numeric methods. Masters in
related fields with strong experiences in optimization theories will also
be considered.
· Deep knowledge in modern portfolio theories and portfolio
optimization theories.
· Must have prior experiences working with numeric optimization
solvers, e.g., MOSEK, LoQo, CPLEX, AMPL.
· Must have strong experience in statistical and mathematical
programming (MATLAB/Octave strongly preferred)
· Strong object-oriented programming skills in Java, C# or C++
required.
· Excellent system design and development skills with strong focus
on system robustness and performance.
· Experiences in designing/implementing large, complex systems
highly preferred.
· Detailed oriented, with strong independent thinking.
· Prior experience in a portfolio management environment is highly
beneficial but not required.
· Prior experiences in researching and developing equity factor
models (risk and/or alpha) models and transaction cost models are
particularly helpful.
· Some knowledge or relational database systems and SQL will be
helpful but not required. |
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