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.
Apply your domain expertise to improve mathematical and algorithmic implementation of portfolio optimization structures
Improve sophisticated mathematical approaches and design feature implementations utilizing domain expertise in optimization.
Address numerical instability common in portfolio optimization with insights in heuristics, transformations, or scaling opportunities.
Work closely with third party vendors to ensure optimal implementation of their tools
Partner with technology team members to support the development process, transfer domain knowledge, and ensure implementations are faithful to mathematical design.
Help other team members resolve service requests from clients, identifying which challenges require code changes and guiding clients to solutions.

Requirements

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.

Benefits

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

Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools

portfolio optimizationmathematical implementationalgorithmic implementationnumerical stabilityheuristicslinear programmingoptimizationsoftware developmentPythongeneral purpose solvers

Soft Skills

team cultureaccountabilitycontinuous improvementleadershipproblem-solvingclient guidance

Certifications

Master’s degree in mathematics