Quantitative Researcher

Title : Sr. Quantitative Researcher

Location: Bridgewater, NJ (Onsite 3–5 days/week)

Duration: Through 12/31/2026

Pay Range : $50/hr – 55/hr on w2

Position Overview

• Seeking a highly analytical Sr. Quantitative Researcher with expertise in quantitative finance, optimization modeling, and portfolio construction.
• The ideal candidate will develop advanced optimization models to support asset allocation, portfolio management, risk-return optimization, and investment decision-making.
• This role requires strong programming skills, mathematical modeling expertise, and experience working with large-scale financial datasets.

Key Responsibilities

• Design and implement mixed-integer nonlinear optimization (MINLP) models for portfolio construction and asset allocation.
• Develop models incorporating transaction costs, leverage constraints, risk measures, and discrete investment decisions.
• Build and maintain optimization frameworks using Python, Julia, Pyomo, CVXPY, JuMP, Gurobi, AMPL, or GAMS.
• Apply advanced optimization techniques including nonlinear programming, mixed-integer programming, and global optimization.
• Perform scenario analysis, stress testing, and sensitivity analysis on investment portfolios.
• Develop scalable solutions for high-dimensional optimization problems using heuristics, relaxations, and decomposition methods.
• Partner with portfolio managers, risk teams, and quantitative researchers to translate investment strategies into mathematical models.
• Integrate optimization models into portfolio management and back-testing platforms.
• Document methodologies and present findings to key stakeholders.

Required Qualifications

• Strong background in Quantitative Finance, Operations Research, Applied Mathematics, Statistics, or a related quantitative discipline.
• Hands-on experience with nonlinear optimization, mixed-integer programming, and numerical methods.
• Proficiency in Python or Julia for quantitative modeling and data analysis.
• Knowledge of portfolio theory, risk modeling, asset allocation, and financial instruments.
• Experience working with large datasets and computationally intensive optimization models.
• Understanding of convex optimization, duality theory, and numerical stability concepts.

Preferred Qualifications

• Master's or PhD in a quantitative field.
• Experience with stochastic optimization, robust optimization, or multi-period asset allocation.
• Knowledge of machine learning applications for return forecasting and risk modeling.
• Prior experience within asset management, hedge funds, institutional investing, or quantitative research environments.

Hiring Manager Target Profile

• Quantitative Researcher / Quant Developer
• Portfolio Optimization Specialist
• Operations Research Scientist
• Financial Engineer
• Applied Mathematician with Investment Management Experience
• Python/Julia Optimization Expert with Portfolio Analytics Background

Dexian is a leading provider of staffing, IT, and workforce solutions with over 12,000 employees and 70 locations worldwide. As one of the largest IT staffing companies and the 2nd largest minority-owned staffing company in the U.S., Dexian was formed in 2023 through the merger of DISYS and Signature Consultants. Combining the best elements of its core companies, Dexian's platform connects talent, technology, and organizations to produce game-changing results that help everyone achieve their ambitions and goals. Dexian's brands include Dexian DISYS, Dexian Signature Consultants, Dexian Government Solutions, Dexian Talent Development and Dexian IT Solutions. Visit https://dexian.com/ to learn more. Dexian is an Equal Opportunity Employer that recruits and hires qualified candidates without regard to race, religion, sex, sexual orientation, gender identity, age, national origin, ancestry, citizenship, disability, or veteran status.