Associate Principal, Optimization Research

Who We Are

For over 50 years, we have worked closely with investment and asset managers to become the world’s leading provider of integrated investment management solutions. We are 2,800+ colleagues with a broad range of nationalities, educations, professional experiences, ages, and backgrounds in general.

SimCorp is an independent subsidiary of the Deutsche Börse Group. Following the recent merger with Axioma, we leverage the combined strength of our brands to provide an industry-leading, full, front-to-back offering for our clients, with SimCorp as the overarching company brand and Axioma as a key product brand.

SimCorp is an equal opportunity employer. We are committed to building a culture where diverse perspectives and expertise are integrated in our everyday work. We believe in the continual growth and development of our employees, so that we can provide best-in-class solutions to our clients.

While seeking to deliver client value, we believe it is vital to consider our people and our planet in every business decision we make. Acting responsibly is not optional. It is essential.

What you will be responsible for

SimCorp is currently seeking a hands-on, detail-oriented quantitative researcher to fill an Associate position within the Axioma Analytics Research Group in Atlanta. The Axioma Analytics Research Group originates the models, methodologies, client solutions, and thought leadership that underpin the Axioma suite of financial portfolio technologies. The qualified candidate will work closely with senior research leads to develop optimization methodologies empowering Axioma products including the flagship Axioma Portfolio Optimizer and provide technical guidance to clients.

Responsibilities

• Support research and development of new optimization models and algorithms for solving complex portfolio optimization problems (non-convex or combinatorial constraints, round lotting requirements, etc.).

• Contribute to research and thought leadership in areas such as tax-aware portfolio optimization and multi-portfolio optimization.

• Together with Client Services and Value Advisory teams, provide comprehensive technical support to clients using Axioma products. Enable clients model complex quantitative investment strategies, interpret portfolio analytics and optimization results, and resolve computational issues.

• Track and diagnose computational issues and bottlenecks which arise when solving real-world portfolio optimization problems. Propose, specify, implement, and validate methodology enhancements to improve user experience and reduce support requests.

• Contribute to developing the research agenda for building the next-generation optimization capabilities to ensure expanded sales of the Axioma Portfolio Optimizer.

• Communicate research and modeling methodology to clients as part of the sales process, POCs, and technical support.

• Produce client-ready white papers, methodology documents, presentations, fact sheets and blogs in support of Axioma products.

• Maintain and document existing models and methodologies.

What We Value/your qualifications

• A Ph.D. in optimization and operations research, industrial engineering, or a related field is required

• Expertise in numerical computing and optimization. Research experience developing algorithms for convex optimization, integer programming, or optimization under uncertainty is highly desirable.

• Demonstrated ability to conduct high-quality independent quantitative research and translate real-world problems into mathematical models.

• Advanced programming skills and experience with object-oriented programming in C++ and Python.

• Experience with numerical Python packages such as numpy, scipy, and pandas.

• Experience writing production quality code is an asset.

• Ability to quickly understand new concepts and develop code prototypes.

• Advanced communication and documentation skills including the ability to present technical concepts to a wide range of audiences and work effectively across teams.

• Quantitative finance background is advantageous.

NEXT STEPS 

Applications are continuously assessed, so please send your CV in English as soon as possible. If your interest in joining SimCorp persists, but uncertainty surrounds the suitability of this particular role, please feel free to send in your CV regardless. SimCorp is on an exciting growth journey, and our Talent Acquisition Team is ready to assist you discover the right role for you. The approximate time to consider your CV is three weeks.

We are eager to continually improve our talent acquisition process and make everyone’s experience positive and valuable. Therefore, during the process we will ask you to provide your feedback, which is highly appreciated.

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