Lead Quant Analyst - Portfolio Optimization & ConstructionSelby Jennings North Platte, United States Apply now Posted 1 day ago Hybrid Job Permanent USD200000 - USD300000 per year + total compensation of $500K-$600K Lead Quant Analyst - Portfolio Optimization & ConstructionSelby Jennings North Platte, United States Apply now Lead Quantitative Analyst - Portfolio Optimization & Construction

If you are considering sending an application, make sure to hit the apply button below after reading through the entire description. Location: New York, NY (or other major financial centers) Firm: Multi-Trillion AUM Global Asset Manager A leading global asset manager is seeking a Lead Quantitative Analyst with deep expertise in portfolio optimization and construction to join its Centralized Quantitative Research team. This role is ideal for a candidate with a strong background in operations research and a passion for applying advanced optimization techniques to real-world investment challenges. The successful candidate will lead the development of optimization frameworks and tools that support portfolio managers across long-only equity strategies and other institutional mandates. This is a high-impact role that blends quantitative rigor with practical portfolio construction insights in a collaborative, research-driven environment. Key Responsibilities

Design and implement advanced optimization models tailored to long-only portfolio construction.

Lead research initiatives focused on improving portfolio efficiency, risk-return tradeoffs, and constraint management.

Collaborate with investment teams to translate portfolio objectives into robust, scalable optimization solutions.

Partner with technology and data teams to build and maintain research infrastructure and production-ready tools.

Stay current on academic and industry advancements in optimization, operations research, and quantitative investing.

Communicate research findings and model implications clearly to investment professionals and stakeholders.

Contribute to the mentorship and development of junior team members within the group.

Qualifications Advanced degree (PhD or MSc) in Operations Research, Applied Mathematics, Financial Engineering, or a related quantitative field.

7-15 years of experience in portfolio optimization and construction within a large asset management or institutional investment environment.

Deep understanding of optimization theory and practical experience with solvers (e.g., Gurobi, CPLEX, MOSEK).

Strong programming skills in Python or similar languages used in quantitative research.

Familiarity with long-only equity portfolio management, including regulatory and operational constraints.

Excellent communication and collaboration skills, with the ability to work across investment, research, and technology teams.

A self-starter mindset with a commitment to continuous learning and innovation.

We support the Financial Sciences & Services industry with talent that can truly shape the future of a business.Whether that be Quantitative Analyti... Lead LLM/ML Quantitative Analyst Selby Jennings North Platte, United States Sr. Quantitative Researcher - Investment Portfolio Risk Selby Jennings North Platte, United States Client Manager - Employee Benefits Selby Jennings North Platte, United States Portfolio Construction Researcher | CT Selby Jennings Stamford, United States AI/ML Data Scientist Selby Jennings Manhattan, United States VP - AI/ML Data Scientist Selby Jennings Manhattan, United States Global Head of Equity Quants - Managing Director Selby Jennings Manhattan, United States MD Private Debt Originations Selby Jennings Cos Cob, United States More jobs from the company Boost your career Boost your careerFind thousands of job opportunities by signing up to eFinancialCareers today.

#J-18808-Ljbffr Remote working/work at home options are available for this role.