Associate, Optimization Research

Does working for a company that embodies innovation, transparency and creativity excite you? Then, we have the place for you.

Bringing together Axioma, DAX and STOXX to form Qontigo represents a partnership beyond standard, creating an investment intelligence advantage with our clients, from risk to return. Qontigo combines the most sophisticated risk analytics and portfolio construction tools in the market with globally recognized leadership in creating market-defining indices.

We Innovate. We Create. We Collaborate.

Qontigo is currently seeking a quantitative researcher to fill an Associate position within the Analytics Research Group in Atlanta. The position will work closely with senior research leads to design and develop optimization methodologies supporting Qontigo's flagship portfolio construction engine Axioma Portfolio Optimizer and provide technical guidance to clients using Qontigo's portfolio construction products.

Qontigo is a leading provider of enterprise risk management, portfolio construction, and risk and regulatory reporting solutions that offer essential insights into the constantly evolving state of risk. Financial institutions worldwide rely on Qontigo’s sophisticated suite of tools and flexible open platform technology to unify the view of risk across front, middle and back office functions, helping to drive efficiency and bring transparency to performance.

Qontigo has received numerous accolades for its innovative products, technology and teams, including category winner for portfolio and factor modeling with an overall rank of 21st in the Chartis RiskTech100® 2022 rankings, a list of the world’s top 100 risk and compliance technology companies.

Responsibilities

• Support research and development of new optimization modeling and algorithms capabilities for solving complex portfolio optimization problems (non-convex or combinatorial constraints, round lotting requirements, etc.).
• Contribute to research and thought leadership in areas such as tax-aware portfolio optimization and multi-portfolio optimization.
• Working with client and product specialist teams, provide comprehensive technical support to clients using Qontigo's portfolio construction products. Help clients model complex quantitative investment strategies, interpret optimization results and portfolio analytics, and resolve computational issues about optimization performance.
• Track and diagnose computational issues and bottlenecks which arise when solving practical portfolio construction problems. Propose, specify, implement and validate methodology enhancements to improve user experience and reduce support requests.
• Together with client and product solutions teams, contribute to developing the research agenda for building the next-generation optimization capabilities to drive expanded sales of the Axioma Portfolio Optimizer.
• Communicate research and modeling methodology to clients as part of the sales process, POCs and technical support.
• Produce client-ready white papers, methodology documents, presentations, fact sheets and blogs in support of Qontigo's model and products.
• Maintain and document existing models and methodologies.

Requirements

• Ph.D. in optimization or a related field is required.
• Expertise in numerical optimization, such as nonlinear or integer programming.
• Demonstrated ability to conduct high-quality independent quantitative research and translate real-world problems into quantitative models.
• Excellent programming skills in an object-oriented programming language such as C++ or Java; experience writing production quality code is a plus.
• Ability to manipulate data, conduct statistical analysis and build code prototypes in Python (Pandas, NumPy).
• Understanding of common statistical and machine learning techniques plus the ability to quickly adopt existing approaches from the literature.
• Strong communication and documentation skills and ability to pro-actively engage across teams.
• Experience in quantitative finance is a strong plus.

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Benefits

• Eligible for a performance-based annual bonus
• Full benefits package