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Optimization Quantitative Researcher (Neutrality)

New York, NY

Hedge Fund is seeking an Optimization Quantitative Researcher (Neutrality). Design, develop, and backtest optimization algorithms and libraries that can be expanded and generalized for the usage of other teams at the firm. Master’s Degree in Mathematics, Physics, Statistics, Operations Research, Financial Engineering, a related field, or foreign equivalent. 2 years of experience as a Quantitative Researcher focusing on any areas that can increase returns and reduce costs.

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