Comity is seeking a Quantitative Researcher for Portfolio Optimization to lead portfolio management of our power trading strategies. The role involves developing information systems, designing acceptance criteria, collaborating with risk managers, and working with software and finance teams.
Requirements
Held P&L responsibilities as a quantitative portfolio manager
Deep knowledge of applied math, probability, statistics, and numerical algorithms
Knowledge of optimization techniques in finance
Strong coding skills in Python
Graduate degree in mathematics, statistics, machine learning, computer science, physics, or a related quantitative modeling field
Ability to communicate mathematical concepts to technical and non-technical audiences
Lifelong learner and empathetic teacher
Experience in U.S. wholesale electricity markets (nice to have) Benefits
Generous Paid Time Off
401k Matching
Retirement Plan
Relocation Assistance
