Quantitative Finance & Portfolio Optimisation Support
Budget: $10 – $30 AUD
I’m currently working through a quantitative finance / financial engineering program and I’m looking for an experienced finance or quantitative professional to provide ongoing technical support and guidance.
This is not a one-off task. I’m looking for someone who understands both financial theory and practical model implementation, and who can support me across multiple modelling problems and conceptual questions as the program progresses.
Areas involved include:
• Mean–variance portfolio optimisation
• Risk-free assets and efficient frontiers
• Volatility targeting and portfolio constraints
• Excel Solver formulation and convergence issues
• Asset pricing, portfolio risk, and returns
• Interpretation and validation of quantitative results
Current focus:
I am working on a portfolio optimisation model involving a volatility target and a risk-free asset. I already have the data, spreadsheets, and formulas in place, but I need help structuring the optimisation correctly, understanding why the formulation works, and resolving Solver stability issues.
What I’m looking for:
• Clear explanation of the correct theoretical approach
• Guidance on structuring calculations and constraints properly
• Help developing an approach I can reuse for future models
• Someone reliable I can return to as the work continues
Ideal background:
• Strong experience in finance, quantitative finance, or financial engineering
• Comfortable explaining concepts clearly (not just producing outputs)
• Experience with Excel, Solver, and portfolio optimisation
• Responsive and dependable (time-sensitive work)
This is conceptual and technical support only — no trading, no real money, no commercial use.
All files and data are already available.
I’m happy to work hourly or agree on ongoing support if it’s a good fit.
Please message me with:
• Your background
• Relevant experience
• Availability over the next few weeks
This is not a one-off task. I’m looking for someone who understands both financial theory and practical model implementation, and who can support me across multiple modelling problems and conceptual questions as the program progresses.
Areas involved include:
• Mean–variance portfolio optimisation
• Risk-free assets and efficient frontiers
• Volatility targeting and portfolio constraints
• Excel Solver formulation and convergence issues
• Asset pricing, portfolio risk, and returns
• Interpretation and validation of quantitative results
Current focus:
I am working on a portfolio optimisation model involving a volatility target and a risk-free asset. I already have the data, spreadsheets, and formulas in place, but I need help structuring the optimisation correctly, understanding why the formulation works, and resolving Solver stability issues.
What I’m looking for:
• Clear explanation of the correct theoretical approach
• Guidance on structuring calculations and constraints properly
• Help developing an approach I can reuse for future models
• Someone reliable I can return to as the work continues
Ideal background:
• Strong experience in finance, quantitative finance, or financial engineering
• Comfortable explaining concepts clearly (not just producing outputs)
• Experience with Excel, Solver, and portfolio optimisation
• Responsive and dependable (time-sensitive work)
This is conceptual and technical support only — no trading, no real money, no commercial use.
All files and data are already available.
I’m happy to work hourly or agree on ongoing support if it’s a good fit.
Please message me with:
• Your background
• Relevant experience
• Availability over the next few weeks