Portfolio Management Quant

Portfolio Management Quant

  • Location

    New York, United States

  • Sector:

    Risk Management

  • Job type:


  • Contact:

    Margarita Romero

  • Job ref:


  • Published:

    10 months ago

  • Expiry date:


  • Consultant:


JCW is currently working on a Portfolio Management Quant for a quantitative investment management firm. The ideal candidate will design, develop and implement an innovative quantitative methodology for firm wide portfolio optimization.

Job Responsibilities:

  • Develop methods and tools to evaluate and optimize the firm's trading strategies and trading signals
  • Design and run experiments to test hypotheses about the market and/or the firm's trading signals
  • Perform analyses on the firm's historical trading to improve profitability


  • Ph.D. in Mathematics, Physics, or Computational Mathematics is necessary
  • Successful candidates to have at least 3 papers in peer reviewed journals

Margarita Romero recruits for Risk and Analytics professionals across the financial services sector and would be happy to provide further details about this or other positions. You can reach her at (646) 564 – 3594 or at margarita.romero@jcwresourcing.com