Quantitative Researcher, Portfolio Optimization

skillventory - A Leading Talent Research Firm

Quantitative Researcher researching mathematical techniques for portfolio optimization. Collaborating with investment and technology teams to enhance clients' portfolio performance.

Posted 6/30/2026full-timeBoston • Massachusetts, New Hampshire, New Jersey • 🇺🇸 United StatesMid-LevelSenior💰 $100,000 - $200,000 per yearWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in portfolio optimization through advanced mathematical techniques, including Integer Programming and linear algebra, while effectively collaborating with research teams to deliver reliable solutions for financial services clients.

Highest-signal resume keywords

Master's Degree In Computer SciencePortfolio Optimization ExperienceExperience With Gurobi And CPLEXMathematical Techniques For Portfolio OptimizationHeuristics And Approximation Algorithms

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Integer ProgrammingLinear AlgebraMathematical ModelingAlgorithm DevelopmentOptimization Algorithms

Soft Skills

Collaborative ApproachProblem-SolvingCommunication Skills

Tools & Technologies

GurobiCPLEXProprietary Solvers

Industry Keywords

Portfolio ConstructionFinancial ServicesTaxable MandatesRisk Management

About the role

Key responsibilities & impact

research into mathematical techniques to improve the performance, net of taxes, of client portfolios and funds.
design novel mathematical approaches to solve difficult portfolio optimization problems efficiently and reliably.
work closely with research teams to understand the breadth and scope of their optimization problems, to correctly model them in a research environment.
deliver heuristics and reformulations which allow solvers to quickly converge to optimal solutions for specific classes of such problems, for both taxable and non-taxable portfolios.
partner with team members to direct the implementation of findings in the portfolio optimization system.

Requirements

What you’ll need

A Master’s degree or higher in computer science, engineering, or mathematics, with extensive coursework in optimization.
5+ years in portfolio optimization-focused roles, researching the algorithms and mathematics that support optimization.
Direct experience using general purpose solvers (Gurobi, CPLEX) or proprietary solvers (e.g. conic).
Demonstrable track record delivering mathematical solutions to common portfolio optimization challenges, including Integer Programming, using linear algebra, and implementing heuristics for more efficient integer solutions.
Deep understanding of portfolio construction for taxable mandates and efficient heuristics and approximation algorithms for this problem class.
Substantial exposure to mathematical techniques specific to portfolio optimization which take advantage of the structure of portfolios, risk, and tax to find optimal solutions efficiently.
Track record delivering optimization solutions for clients in financial services with direct experience working with clients, synthesizing their high-level needs with implementation in mathematics and working prototypes.
Proven ability to take a research question from inception to a positive outcome independently, with appropriate scientific rigor.
Sufficient fluency in technologies and tools to work independently.
A consistent record of architecting sophisticated mathematical solutions to work efficiently and reliably in critical applications.
Ability to recognize business risk and surface it to key decision-makers.
Collaborative approach and ability to work with partners with different skills and expertise to deliver complex, reliable, scalable solutions to portfolio optimization problems.

Benefits

Comp & perks

comprehensive health care coverage and emotional well-being support
market-leading retirement
generous paid time off and parental leave
charitable giving employee match program
educational assistance including student loan repayment, tuition reimbursement, and learning resources to develop your career