Job Description

Full-time Quantitative Researcher focusing on portfolio optimization. Responsibilities include developing optimization-based strategies for asset allocation and risk management within energy-related financial products; building models, backtesting strategies, and contributing to the optimization framework that underpins Comity’s energy finance platform. Collaborate with data science, quantitative finance, and engineering teams. Qualifications: strong background in statistics, optimization, machine learning, and financial modeling; programming experience in Python or Julia; knowledge of energy markets desirable. Note: this posting covers several roles at Comity; this is one of the Quant roles.