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Comity · 2 months ago

Senior Quantitative Researcher - Portfolio Optimization

New York, NY

Full-time

Hybrid

Senior Level

$150K/yr - $250K/yr

Comity is on a mission to improve the reliability and efficiency of energy systems through innovative statistical learning and optimization methods. They are seeking a Senior Quantitative Researcher - Portfolio Optimization to lead portfolio management of power trading strategies, develop information systems, and collaborate with risk managers and engineers.

Electrical DistributionEnergyRenewable Energy

Responsibilities

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

Qualification

Quantitative portfolio managementApplied mathProbabilityStatisticsNumerical algorithmsOptimization techniquesPythonGraduate degreeEmpathetic teacherU.S. wholesale electricity marketsCommunication skillsLifelong learner

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