Quantitative Researcher, Portfolio Research
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Overview
Job Description
Role
The portfolio researcher role involves:
- Quantitative portfolio optimization
- Quantitative risk control and risk factor research
- Analysis and research on transaction costs and market impact
- Build consolidated forecasts from individual signals
Responsibilities:
- Conduct alpha, risk, and transaction cost research
- Monitor portfolio performance and identify opportunities for alpha research and risk control
- Work with engineers to build portfolio simulation and analysis tools
Requirements:
3-10 years of experience with mid-frequency trading
Deep understanding of portfolio optimization techniques, including:
Mean-variance optimization
Risk budgeting
Transaction cost models
Factor-neutral or dollar-neutral construction
Demonstrated ability to maintain alpha decay discipline
Deep intuition for portfolio-level risks: exposure to style/factor risk (e.g., momentum, value), sector risk, macro risk, and understanding of:
Real-time risk monitoring
Drawdown control and stop-loss frameworks
Scenario analysis / stress testing
Strong grasp of data engineering and research infrastructure-can work with our quant researchers and developers
Commitment to the highest ethical standards
Automate your job search with Sonara.
Submit 10x as many applications with less effort than one manual application.