Quant Researcher - Convex Optimization

Position Overview: Research and identify new modellings for the portfolio optimizations problems encountered by the traders. Propose and implement modification to the existing tools. Develop a strong understanding of strategy needs for optimization.  Typical Day of Quantitative Researcher: Primary focus throughout the day is working with traders and portfolio managers to refine their portfolio construction needs.

Review various reports of existing tools and optimization problems. Explore new methods, new software and new ideas to improve our current setup.  Required Qualifications:  Ph. D. degree in Optimization, Numerical Computing or Scientific Computing Strong technical profiles with other relevant Ph. D. degree in Physics, Mathematics, Statistics, Econometrics, Financial Engineering, Operations Research can be considered 1 - 5 years of working experience from financial industry Programming proficiency with at least one major programming language (e.g.

C++, Java) Strong communication skills and ability to work well with colleagues across multiple regions Pragmatic approach, open minded and creative Ability to work well under pressure  

Squarepoint Capital is a leading global investment management firm that develops quantitative investment strategies to achieve high quality returns for our clients. We are a data and technology driven firm who specialize in developing automated trading systems that execute across global financial markets.