Senior Quantitative Researcher - Portfolio Optimization

Comity is seeking a Senior Quantitative Researcher to lead portfolio management of power trading strategies. This role involves developing information systems for portfolio management, designing acceptance criteria, and working closely with risk managers and the finance team to achieve business outcomes. The role offers broad impact, ownership over the portfolio design, and opportunities for growth. They are looking for someone with a strong analytical background and coding experience.

Requirements

• Develop information systems to manage strategy and new asset allocations
• Design acceptance criteria for new strategies
• Work closely with risk managers and finance team
• Experience with Python and strong mathematical skills