Researcher

About the role

The Research Team at Moment works on problems like running 100K+ variable portfolio optimizations in seconds, developing machine learning models to estimate relative value and future outperformance in fixed income securities, developing risk models to estimate the tracking error between portfolios, and building AI agents to automatically perform credit research, build custom portfolios, and automate other core portfolio management tasks.

Responsibilities

• Running 100K+ variable portfolio optimizations in seconds.
• Developing machine learning models to estimate relative value and future outperformance in fixed income securities.
• Developing risk models to estimate the tracking error between portfolios.
• Building AI agents to automatically perform credit research, automatically build custom portfolios, and automate other core portfolio management tasks.

Requirements

• Experience as a quant researcher or quant trader.
• We are excited to interview strong candidates from outside of the quant trading industry as well.
• Bachelor’s degree or PhD in Mathematics, Physics, Statistics, Economics, or Computer Science.
• Written production-grade code in Python.
• The ability to just figure stuff out.
• Eagerness to work closely with customers.

Qualifications

• Even better if you have Fixed income quantitative research experience.
• Numerical optimization experience.
• Factor/risk models experience.
• Polars experience.
• Multimodal LLMs experience.

Skills

• Python programming skills.
• Experience with numerical optimization techniques.
• Understanding of factor and risk models.
• Knowledge of Polars library.
• Experience with multimodal large language models.

Benefits

• Base salary: $200K to $325K.
• Equity: aggressive initial grant + annual performance-based bonuses.
• Beautiful West Village Office with a terrace.
• Free lunch and dinner.
• $150 monthly gym stipend.
• Health, dental, and vision coverage.
• 100% company reimbursement.

Pay

Base salary: $200K to $325K.

Schedule

Full-time.