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Comity · 2 months ago

Senior Quantitative Researcher - Portfolio Optimization

New York

Full-time

Onsite

Senior Level

Comity is on a mission to improve the reliability, transparency, and efficiency of energy systems. They are seeking a Senior Quantitative Researcher - Portfolio Optimization to lead portfolio management of power trading strategies and develop information systems for systematic allocation decisions.

Electrical DistributionEnergyRenewable Energy

Responsibilities

Lead portfolio management of our power trading strategies

Develop information systems to manage Comity’s strategy of strategies

Design the acceptance criteria for new strategies

Work closely with risk managers on risk measures and quantitative risk modeling

Work closely with our software and quantitative research engineers

Work closely with our finance team who is responsible for our business outcomes

Have broad impact and ownership over our portfolio design, research agenda, technology choices, and team culture

Qualification

Quantitative portfolio managementApplied mathematicsOptimization techniquesPython programmingRisk modelingStatistical analysisTeaching abilityExperience in electricity marketsCommunication skillsLifelong learning

Required

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