Director, Portfolio Optimization

Job description

Job Description: The Role As an integral part of the Quantitative Research and Investing (QRI) group, the Mosaic team is responsible for the portfolio optimization system used for both quant research and managing portfolios at scale. Primary Location: Boston, MA: Additional Locations: Merrimack, NH; Jersey City, NJ The Expertise and Skills You Bring: A Master’s degree or higher in mathematics or related fields, with emphasis in linear programming or optimization. 5+ years’ experience building or enhancing the efficiency of portfolio optimizers, contributing through both software development and mathematics research. Success implementing heuristics and improving numerical stability in portfolio optimization structures, with direct experience using general purpose solvers such as Gurobi and CPLEX, or proprietary solvers. Demonstrable track record delivering mathematical and software solutions to common portfolio optimization challenges, including tax management and multi-period optimization. Expert-level development skills in Python. A leader who is focused on promoting a team culture of accountability and continuous improvement and removing drag forces to enable team success. Apply...