Senior Quantitative Researcher - Portfolio Optimization

Senior Quantitative Researcher - Portfolio Optimization

Comity is looking for a Senior Quantitative Researcher - Portfolio Optimization to lead portfolio management of our power trading strategies. In this role, you will :

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

As an early hire in this role, you will have broad impact and ownership over our portfolio design, research agenda, technology choices, and team culture.

We're excited about you because :

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. We're committed to the growth and development of our teammates. We work towards a shared understanding by listening with intent and holding open discussions because we know that's how we'll deliver quality results

Nice to have :

You have experience in U.S. wholesale electricity markets

We're headquartered in New York City, with hubs in Chicago and San Francisco. At Comity, we seek to recruit, develop, and retain the most talented people from a diverse candidate pool. Our priority is to ensure that all applicants are provided with fair and equal access to employment opportunities. Recruiting and hiring decisions are made without regard to race, color, religion, sex, national origin, age, disability, or any other class protected by law.