About this role
Quantitative Researcher, Portfolio Optimization at Fidelity Investments. Location: Boston or Jersey City or Merrimack. Role: designing models, solving problems, collaborating teams Requirements: Master's degree or higher in computer science, engineering, or mathematics; 5+ years in portfolio optimization; experience with solvers (Gurobi/CPLEX) or conic solvers; strong optimization and heuristic skills. Category: Research and Development (R&D) Seniority: Senior Level Tools: Gurobi, CPLEX, Conic Solvers Commitment: Full Time Workplace: Hybrid Languages: English