Quantitative Researcher for Portfolio Optimization

Core responsibilities:

• Develop information systems to manage Comity's strategy of strategies — systematic allocation decisions of our market-specific autonomous trading systems
• Design the acceptance criteria for new strategies
• Collaborate with risk managers on risk measures and quantitative risk modeling
• Work closely with our software and quantitative research engineers, who are focused on bringing new assets to market, and our finance team, which is responsible for our business outcome

This role contributes to improving the reliability, transparency, and efficiency of energy systems, fostering a future with sustainable and abundant energy by leveraging statistical learning and optimization methods to build the financial rails of future energy systems.

Required skills and qualifications:

• You've held P&L responsibilities as a quantitative portfolio manager
• You have deep knowledge of applied math, probability, statistics, and numerical algorithms
• You have knowledge of optimization techniques in finance
• You are a strong coder with experience in Python
• You have a graduate degree in mathematics, statistics, machine learning, computer science, physics, or a related quantitative modeling field
• You are adept at communicating mathematical concepts, analytical results, and data-driven insights to both technical and non-technical audiences
• You are a lifelong learner and empathetic teacher

No specific benefits, compensation, or perks mentioned in the job posting.

Comity is on a mission to improve the reliability, transparency, and efficiency of energy systems, fostering a future with sustainable and abundant energy by leveraging statistical learning and convex optimization methods to build the financial rails of future energy systems.