Quantitative Researcher - Portfolio Optimization
Stevens Capital Management LP, Radnor, PA
The role
We are currently seeking a highly driven, well organized, and motivated candidate to join our team. SCM offers the opportunity to work in person, remotely or in a hybrid work environment.
What you will do
- Design and implement multi-period portfolio optimization frameworks incorporating
transaction costs, slippage, and other market frictions
- Leverage MOSEK and other optimization solvers to build scalable and efficient models
- Develop and refine intraday trading strategies and execution algorithms
- Monitor and analyze model performance in a live trading environment
What you need
- Strong quantitative background (PhD or Master’s in Applied Math, Operations Research, Computer Science, or related field)