AVP; Quantitative Inv Analyst

AVP; Quantitative Inv Analyst sought by Merrill Lynch to deliver goals-based investment & wealth mgmnt solutions by developing & maintaining robust frameworks, services & tools (e.g., quantitative asset allocation & portfolio construction) with analytical tools of Python (NumPy, SciPy, pandas). Monitor discretionary single asset & multi asset portfolios with tools such as Factset, Risk Metrics, Bloomberg & Morningstar Direct. Reqs: Master's or equiv. & 2 yrs exp. in: Building & owning a multi-asset portfolio optimization engine in Python, leveraging the Gurobi optimizer to solve large-scale constrained optimization while satisfying risk budgets, managing transaction costs & turnover, & enforcing factor exposures, & generating periodic rebalance recommendations consumed by portfolio managers; Leveraging the Triple-Barrier Method from Advances in Financial Machine Learning to devise an innovative time series labeling strategy, thereby improving the robustness, interpretability, & predictive power of existing models. Salary:

$170,000 - $192,200/year. Job Site: New York, NY. Req#26009771. If interested apply online at

com/careers or email your resume to & reference the job title of the role & requisition number. No phone calls. EOE.

JobiqoTJN. , Location: New York, NY - 10060