Quantitative Researcher in Portfolio Optimization

About Comity Comity builds financial frameworks for the next generation of energy systems. The team focuses on making energy more reliable, transparent, and efficient, with the long-term goal of fully renewable, autonomous, and resilient systems. Statistical learning and convex optimization are core to the approach. Founded by Stanford alumni and professionals with backgrounds in complex systems, machine learning, and structured finance, Comity’s leadership brings experience from Apple, Bluevine, Affirm, Square, and Google. The company is supported by investors such as Maverick Ventures and Caffeinated Capital. Offices are in Chicago, New York City, and San Francisco. Role Overview: Quantitative Researcher, Portfolio Optimization This Quantitative Researcher will focus on portfolio optimization for Comity’s power trading strategies. The position is based in New York. Early team members shape portfolio design, research direction, technology choices, and company culture. What You Will Do Develop information systems to monitor and guide Comity’s multi-strategy, market-specific autonomous trading systems. Set acceptance criteria for new trading strategies. Work with risk management on risk assessments and quantitative risk modeling. Collaborate with software engineers, quantitative researchers, and finance to bring new assets to market and achieve business goals. What We Look For Experience managing P&L as a quantitative portfolio manager. Strong background in applied mathematics, probability, statistics, and numerical algorithms. Understanding of optimization techniques relevant to finance. Proficiency in coding, especially Python. Graduate degree in mathematics, statistics, machine learning, computer science, physics, or a related quantitative field. Excellent communication and collaboration skills.

Quick FactsRole: Quantitative ResearcherLocation: 5 days/week @ NYC HQBase Salary: $200K to $325KEquity: Competitive initial grant plus annual performance-based bonusesAbout MomentMoment is at the forefront of developing innovative trading and portfolio management technology. Our flagship product suite encompasses high-throughput market data pipelines, automated smart order routing algorithms, real-time portfolio ledgering and position tracking, as well as advanced portfolio optimization techniques.Founded in 2023 by a dynamic team of quantitative traders and researchers from Citadel and Jane Street, we have successfully secured over $100 million in funding from notable investors including Andreessen Horowitz and Index Ventures. Our technology supports critical operations for financial institutions managing assets exceeding $8 trillion.The Research Team at Moment tackles complex challenges such as:Executing over 100K variable portfolio optimizations within seconds.Creating machine learning models to predict relative value and future performance of fixed income securities.Formulating risk models to assess the tracking error across portfolios.Developing AI agents to conduct credit research, construct custom portfolios, and automate essential portfolio management functions.You're a Great Fit If...You are a quantitative researcher or trader, with a willingness to consider strong candidates from other fields.You possess a bachelor's degree or PhD in Mathematics, Physics, Statistics, Economics, or Computer Science.You have experience writing production-ready code in Python.You are resourceful and eager to tackle challenges.You enjoy collaborating closely with clients; at Moment, researchers also act as product managers.Preferred QualificationsExperience in fixed income quantitative research.Familiarity with numerical optimization techniques.Knowledge of factor and risk models.Experience with Polars.Proficiency in machine learning pipelines.Experience with multi-modal LLMs.BenefitsHealth Insurance401k

Who We AreAt Percepta, our mission is to revolutionize essential sectors through applied AI. We are dedicated to ensuring that key industries, such as healthcare, manufacturing, and energy, leverage cutting-edge technology. By collaborating with industry leaders, we facilitate AI transformation.Expertise in engineering, product development, and research.Mosaic, our proprietary toolkit for swift deployment of agentic workflows.Strategic alliances with companies such as Anthropic, McKinsey, AWS, and others in the General Catalyst portfolio.Our team is rapidly expanding, consisting of Applied AI Engineers, Embedded Product Managers, and Researchers who are passionate about integrating AI advancements into our daily lives. Percepta is a direct partnership with General Catalyst, a global leader in transformation and investment.About the RoleAs a Research Engineer/Scientist (Optimization) at Percepta, you will play a crucial role at the convergence of AI research and impactful real-world applications. You will push the boundaries of decision-making in vital industries by integrating state-of-the-art machine learning with robust optimization research. Collaborate closely with our Embedded Product Managers (EPMs) and engineers to ensure that our advanced decision systems are both innovative and practically beneficial for transforming organizational operations.ResponsibilitiesEstablish and lead ambitious research initiatives that broaden the horizons of data-driven decision-making.Develop innovative optimization and machine learning methodologies for significant challenges such as planning, scheduling, routing, pricing, and inventory management.Create high-fidelity simulators and comprehensive benchmarks that accurately reflect real-world constraints, uncertainties, and multi-objective trade-offs.Translate research into practical applications by partnering with engineers to swiftly prototype solutions and effectively implement research insights.You May Be a Great Fit If YouHold a degree in Computer Science, Operations Research, Industrial Engineering, or Applied Mathematics (MS/PhD preferred) or possess equivalent research or industry experience.Have demonstrated experience in optimization and machine learning.Exhibit a strong ability to collaborate and communicate effectively across multidisciplinary teams.

Join Hudson River Trading (HRT) as a Mid-Frequency Quantitative Researcher, where you will play a pivotal role in the development of systematic trading strategies that leverage cutting-edge statistical methodologies across diverse datasets. You will implement innovative trading models driven by unique market behavior predictions while utilizing HRT's state-of-the-art research and trading infrastructure. As a vital member of our dynamic team, you will actively engage in all facets of strategy development, including alpha generation, portfolio optimization, and the design of trade execution algorithms. Your responsibilities will encompass not only prototyping and researching various strategy components but also coding to bring your concepts to life. A passion for programming is essential for success in this role.

About Bridgewater AssociatesBridgewater Associates is a leading asset management firm dedicated to providing innovative insights and collaboration for the most discerning global institutional investors.Our investment approach is grounded in a relentless desire to comprehend the intricacies of global markets and economies, utilizing cutting-edge technology to validate and implement age-old, universal investment principles.Founded in 1975, we pride ourselves on a culture of independent thought and a steadfast commitment to excellence. By nurturing an environment of openness, transparency, and inclusivity, we aim to decipher the most complex issues in investment strategy, management, and corporate culture.For more information about Bridgewater, please visit our website.

Vola Dynamics stands at the forefront of software innovation and research in advanced options analytics. Our renowned volatility fitting tools and high-speed option pricing engines set the benchmark for industry standards, empowering leading hedge funds, proprietary trading firms, market makers, and global banks to make informed decisions.As a Quantitative Researcher, you will delve into pioneering challenges in volatility modeling and options valuation, covering both vanilla and exotic options across diverse asset classes. You will implement your innovative solutions using a state-of-the-art C++ and Python library relied upon by the most elite market participants. Joining a rapidly expanding team, your contributions will yield immediate and significant impacts.This role represents one of the most exhilarating opportunities in the field of quantitative finance today.

At Trexquant, a cutting-edge systematic hedge fund, we leverage a multitude of statistical algorithms to navigate global equity, futures, and other markets. Our approach harnesses extensive datasets to create comprehensive feature sets, utilizing advanced machine learning techniques to unearth trading signals and integrate them into market-neutral portfolios. We are actively seeking talented individuals from diverse backgrounds, including data science, physics, engineering, economics, and programming, to pioneer the next wave of machine learning strategies that adeptly forecast the movements of liquid financial assets.As a Quantitative Researcher, you will engage in the development of market-neutral signals, meticulously parse and analyze large datasets, and collaborate with the Data and Strategy Research team to construct a variety of predictive models. While we welcome expertise across all asset classes, our immediate focus lies on equities, futures, commodities, and event-driven research.

Join Kirin as a Quantitative Research Intern focusing on the exciting field of prediction markets. This role offers a unique opportunity to immerse yourself in trading strategies while working with live capital. You will have the autonomy to make impactful decisions and witness the direct results of your efforts in a dynamic environment.Key Responsibilities:Create, evaluate, and deploy quantitative trading strategies across US equities and cryptocurrency markets.Oversee trading operations, including executing trades in real-time, managing risks, and determining position sizes.Continuously enhance and optimize existing algorithms to boost trading performance.Conduct market analyses to uncover profitable trading opportunities using statistical and machine learning techniques.Produce regular performance reports and articulate insights effectively to the team.Qualifications:Strong foundation in quantitative analysis, algorithmic trading, and statistical modeling.Proficiency in programming languages such as Python, TypeScript, Go, or Rust.Demonstrated interest or experience in cryptocurrency trading and/or US equity markets.Familiarity with trading platforms, data analysis tools, and understanding of market microstructure.Exceptional problem-solving abilities with a keen eye for detail.Capable of working independently and making swift decisions in high-pressure situations.Compensation Structure:Participate in a transparent profit-sharing model where you will trade using the company's capital, aligning your incentives directly with performance outcomes.

About UsPaxos Labs is at the forefront of creating enterprise-grade infrastructure that drives the development of innovative, reliable on-chain financial products. We collaborate with some of the world’s largest financial institutions to construct transparent and verifiable on-chain systems that cater to everyday users and typical financial transactions. If you share our vision of bringing decentralized finance (DeFi) and digital assets to a broader audience, consider advancing your career with us at Paxos Labs.We are currently seeking a passionate DeFi Researcher to enhance our risk analysis capabilities in the DeFi space.

About Us:Galaxy Digital Services is a premier global player in the realm of digital assets and data center infrastructure. Our mission is to provide innovative solutions that propel advancements in finance and artificial intelligence. We are committed to harnessing blockchain technology and digital asset innovation to transform the global financial landscape, and we are actively developing the products and services that will usher in this new era. Our comprehensive institutional digital assets platform encompasses trading, investment banking, asset management, staking, self-custody, and tokenization technology. Furthermore, we invest in and operate advanced data center infrastructure that supports AI and high-performance computing, catering to the surging demand for scalable energy and computational resources in the United States. At the crossroads of finance and technology, we empower institutions, startups, and developers to thrive in a digitally native economy. Under the leadership of CEO and Founder Michael Novogratz, our team combines profound crypto knowledge with institutional experience, all united by a shared dedication to shaping the future of Web3 and AI. Galaxy Digital Services is headquartered in New York City, with a global presence that spans North America, Europe, the Middle East, and Asia. To explore more about our businesses and products, please visit www.galaxy.com.Our Values:We pride ourselves on being a diverse team of innovators and fast achievers, dedicated to energizing the global economy for investors and creators alike. We seek individuals who flourish in a culture of builders and high achievers, embracing performance excellence, transparent feedback, and a mission-driven mindset. Our culture shapes our approach to work and drives us toward our goals.Strive for Excellence.Be Selective for Greater Impact.Align Closely, Operate Freely.Embrace Open Disagreement.Foster Independent Decision-Making.Assemble Exceptional Teams.Your Profile:We are in search of a highly proficient Quantitative Developer to become a vital part of our Crypto trading desk. The ideal candidate will work collaboratively with traders, quantitative analysts, and other developers to design, implement, and enhance market-making and quantitative trading strategies. This position demands a robust background in software development, quantitative analysis, and financial markets, particularly within the FX and Crypto trading sectors.

Voleon Securities is seeking a highly skilled and experienced Senior Member of Research Staff to join our dynamic team in New York City. In this pivotal role, you will leverage advanced quantitative techniques and cutting-edge data analysis to drive our research initiatives forward. You will collaborate with a talented group of professionals to develop innovative algorithms and models that enhance our trading strategies and improve overall performance.As a Senior Member of Research Staff, you will be expected to mentor junior researchers, contribute to the intellectual growth of the team, and lead critical research projects. Your expertise will play a crucial role in shaping our research direction and ensuring the success of our strategic objectives.

At Noise Trading, we redefine market creation by tapping into the nuances of culture and social attention. Our innovative platform establishes the world's first financial contracts based on attention, ensuring perpetual liquidity, narrowing spreads, and fostering deep, efficient markets that remain adaptable to the ever-evolving conversation landscape. By succeeding in our mission, we aspire to become the backbone of liquid attention.Our dynamic team operates from SoHo, New York City, leveraging advanced technology and creative strategies to lead in this new frontier.Key ResponsibilitiesManage and enhance our proprietary trading systems to secure consistent and scalable returns.Implement rigorous risk-management strategies: adjust parameters, monitor for anomalies, and enforce necessary controls.Analyze real-time market data, adapt trading strategies as needed, and collaborate closely with our technology teams.Prepare and present detailed trading reports and post-trade analyses.Recognize system limitations, propose innovative enhancements, and devise next-generation trading strategies.QualificationsBachelor’s degree in a STEM field (e.g., Mathematics, Engineering, Computer Science); we encourage recent graduates to apply.Demonstrated analytical skills, comfort with ambiguity, and a methodical approach to problem-solving.Familiarity with programming or scripting languages such as Python, C++, or equivalent.Outstanding communication abilities, a quick learner, and strong self-management skills.Preferred: Experience in competitive strategy environments like gaming, poker, or chess.We offer a competitive full-time salary range of $108,000-$120,000, plus performance bonuses. This complies with New York City's Pay Transparency Law. Full-time employees at Noise Trading also qualify for additional compensation elements, including equity and benefits based on the role.

At Jump Trading Group, we are dedicated to pioneering research and pushing the limits of scientific knowledge in the realms of Mathematics, Physics, and Computer Science. Our mission is to apply groundbreaking research to the global financial markets. We foster a unique culture that values innovation, creativity, intellectual honesty, and a competitive spirit, all while emphasizing collaboration and mutual respect. Here, we believe that our collective success is built on the individual talents of our team members.With a commitment to excellence, we integrate world-class talent, robust infrastructure, and an intense focus on research to develop and enhance trading strategies across various asset classes and time horizons. Our involvement in the competitive and rapidly evolving equities market is facilitated through diverse business operations. Our researchers collaborate on projects that delve into specific market opportunities, latency variations, and diverse research methodologies, including Machine Learning and Deep Learning. Our collaborative environment strikes a balance between focused expertise and the flexibility to explore innovative ideas without rigid hierarchies.We are currently seeking experienced Quantitative Developers to join our dynamic “mixed frequency” research team, where project horizons range from minutes to days. This fast-paced, flat structure empowers each team member while expecting high levels of performance and engagement in our global research and development efforts.

Role Overview The City of New York is hiring a Project Manager for the Division of Portfolio Management & Conversions. This position focuses on guiding projects that improve conversion strategies across multiple portfolios. The work supports initiatives that benefit the local community. What You Will Do Lead projects from planning through delivery, with a focus on conversion-related initiatives Apply project management methods to keep efforts on track and aligned with goals Coordinate with internal teams and stakeholders to support successful implementation Location This role is based in New York City.

Join our dynamic team at Anthropic as a Research Engineer or Research Scientist specializing in Tokens. In this role, you will engage in groundbreaking research and development, contributing to the advancement of our token systems and enhancing their capabilities. Your work will be pivotal in shaping the future of our technology and driving innovation in our projects.

Role overview Anthropic is hiring a Data Center Portfolio Planning & Execution Lead in San Francisco, CA or New York City, NY. This role guides the planning and execution of Anthropic's data center portfolio, making sure projects support both strategic goals and day-to-day operational needs. The position calls for close collaboration with cross-functional teams to optimize resources, improve efficiency, and advance data center operations.

Join the City of New York as an Associate Engineer in Building Optimization, where you will play a crucial role in enhancing the efficiency of various municipal buildings. This position offers an exciting opportunity to apply engineering principles and contribute to sustainable practices within the city.

About MonacoExperience lightning-fast execution and unmatched institutional depth with Monaco. Our platform, crafted by seasoned Wall Street professionals and innovative crypto builders from top-tier institutions, offers a comprehensive trading ecosystem for spot, perpetual contracts, and prediction markets. Our state-of-the-art execution engine is designed with a focus on performance, compliance, and capital efficiency, uniting diverse asset classes into a seamless trading experience. More than just an exchange, Monaco is establishing the future of a global trading network.The RoleWe are seeking a Lead Quantitative Developer to spearhead the design and implementation of systematic risk management frameworks. In this pivotal role, you will be responsible for the architecture, execution, and upkeep of Monaco's central risk engines across various products and asset classes. This is a unique opportunity to collaborate closely with our founders and contribute to delivering an unparalleled trading experience.Key ResponsibilitiesDirect the design and development of the core risk engine, including a sophisticated multi-instrument margining system that integrates both crypto and real-world assets.Influence the design and expansion of additional products (e.g., Decentralized Options Vaults, iterative looping vaults) with a priority on risk management.Who You AreOver 6 years of experience in systematic trading and/or quantitative development roles, particularly across diverse asset classes including both crypto and traditional markets.A thorough understanding of crypto market microstructure (including oracle design) and the risk management frameworks employed in existing centralized and decentralized exchanges, alongside traditional finance models (such as VaR, SPAN, SIMM).Proficient in Rust programming language.A proactive individual capable of generating ideas and executing them while maintaining a solid grasp of technical intricacies.Bonus qualifications:Previous experience on an exchange risk management team.Knowledge of low-level architecture and hardware optimization.

Team overview The Server Query team at MongoDB develops and maintains a distributed query engine that powers the MongoDB Query Language. This group manages every phase of query processing, including parsing, optimization, plan selection, and execution. Their work also extends to geospatial search and update systems, directly influencing how users interact with and extract insights from their data. Location and work flexibility This Software Engineer III - Query Optimization position is open to candidates based in New York City, Atlanta, Boston, or remotely from the East Coast. MongoDB supports flexible hours to enable collaboration across time zones. The company’s presence spans North America and Europe, with offices in cities such as Dublin, Berlin, Paris, Amsterdam, London, Sofia, Madrid, and Milan. What you will do Design and build core components for a distributed, flexible-schema document database Tackle complex problems in query optimization and execution Enhance data processing efficiency and user experience for transactional, time-series, and analytical workloads Contribute to all stages of query handling, from parsing through execution Why this role This role offers the opportunity to address challenging technical problems that shape how organizations use and analyze data. Collaborate with engineers who value performance and usability, and help define the future of MongoDB’s distributed query capabilities.

Join the City of New York as an Associate Engineer in Building Optimization, where you will play a crucial role in enhancing the energy efficiency and performance of municipal buildings. This position offers a unique opportunity to work on innovative projects that impact New York City's sustainability goals.