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Quantitative Researcher - Specializing in Convex Optimization

Squarepoint CapitalDubai, Geneva, Hong Kong, London, Paris, Singapore, Zug
On-site Full-time

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Experience Level

Experience

Qualifications

Required Qualifications: Ph. D. in Optimization, Numerical Computing, or Scientific Computing. Strong technical background with a relevant Ph. D. in Physics, Mathematics, Statistics, Econometrics, Financial Engineering, or Operations Research is also acceptable. 1 to 5 years of experience in the financial sector. Proficiency in programming with at least one major language (e.g., C++, Java). Excellent communication skills and ability to collaborate effectively across diverse teams and regions. Creative, pragmatic, and open-minded approach to problem-solving. Ability to perform under pressure and meet tight deadlines.

About the job

  • Conduct in-depth research to develop innovative modeling techniques for portfolio optimization challenges faced by traders.
  • Propose enhancements and modifications to existing analytical tools.
  • Gain a robust understanding of strategic requirements for effective optimization.

Typical Day of a Quantitative Researcher:

  • Collaborate closely with traders and portfolio managers to refine and optimize their portfolio construction methodologies.
  • Analyze various reports related to current tools and optimization challenges.
  • Investigate new methodologies, software, and concepts to enhance our analytical frameworks.

About Squarepoint Capital

Squarepoint Capital is a leading global investment management firm, specializing in quantitative strategies and advanced data-driven research. Our dynamic team thrives on innovation and creativity, creating cutting-edge solutions for our clients worldwide.

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