Moment is looking to solve problems like running large-scale portfolio optimizations, developing machine learning models for fixed income securities, and building AI agents for portfolio management tasks.
Requirements
- Written production-grade code in Python
- Fixed income quantitative research
- Numerical optimization
- Factor/risk models
- Polars
- Machine learning pipelines
- Multi-modal LLMs
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
Other
- Bachelor’s degree or PhD in Mathematics, Physics, Statistics, Economics, or Computer Science
- Willing and able to just figure stuff out
- Excited to work closely with customers
- Ability to work as your own product manager
- 5 days/week @ NYC HQ
