Quantitative Researcher

Quantitative Researcher – Optimization / Control TheoryLocation: New York or ConnecticutOverviewAn elite, global quantitative investment firm is expanding its intraday research and optimisation team and is seeking a Quantitative Researcher with a strong optimisation / control theory background.This role sits at the intersection of applied mathematics, engineering, and real‑time decision‑making. You will work on problems involving dynamic optimisation, constrained systems, and fast feedback loops, with direct impact on live trading strategies.Role ResponsibilitiesResearch, design, and implement optimisation‑based models for intraday decision‑makingApply control theory, convex optimisation, and numerical methods to large‑scale, real‑time systemsCollaborate closely with senior researchers and trading teamsTranslate rigorous academic ideas into robust, production‑ready solutionsRequirementsMS or PhD in Electrical Engineering, Computer Engineering, Aerospace Engineering, Applied Mathematics, or related fields1–3 years post‑academic experienceStrong grounding in optimization, control theory, convex optimisation, dynamic systems, or stochastic controlExperience from academia or industry (e.g. autonomous systems, robotics, aerospace, defence, advanced simulation)Excellent problem‑solving ability and mathematical intuitionProgramming experience in Python, C++, or similar (production experience not required for new gradsFor more information contact:Graham Murphy - graham@pointonetalent.comThomas Hennelly - thomas@pointonetalent.com