What are the responsibilities and job description for the Senior Quantitative Researcher position at MWeber Consultants?
A large, global hedge fund's Treasury Quant team is expanding, and they are looking for a Senior Quantitative Researcher. You will be responsible for firm-wide portfolio construction, globally, across all asset classes, aimed at minimizing margin, and contributing to maximizing the Firm’s liquidity buffer.
They are looking for extensive experience working as a Quant Researcher in a front office, treasury and/or risk team but the fund needs hands on experience solving optimization problems, and in depth experience with at least 1 optimization engine – Mosek preferred.
This is an excellent opportunity to contribute to risk-based models for margin allocation and optimization, across all asset classes