Hybrid/Remote Quant Researcher: Portfolio Optimization

Stevens Capital Management LP; Philadelphia (Philadelphia County); Hybrid; USD 150,000 - 300,000; Full time

Benefits offered by this job

Health and dental plans

401(k) contributions

Discretionary profit sharing

Job summary

A financial management firm is seeking a highly driven candidate for an optimization role with responsibilities in designing portfolio frameworks and trading strategies. Candidates should have a strong quantitative background and experience with optimization tools like MOSEK. The position offers a range of $150,000 to $300,000 in base pay, plus additional benefits and compensation opportunities. The firm provides options for in-person, hybrid, or remote work.

Qualifications

• Strong quantitative background with a PhD or Master's in a relevant field.
• Experience with optimization frameworks like MOSEK.
• Understanding of slippage and transaction costs.

Responsibilities

• Design and implement multi-period portfolio optimization frameworks.
• Leverage MOSEK and other solvers for scalable models.
• Monitor and analyze model performance in live trading.

Skills

Strong quantitative background

Proven experience with MOSEK

Programming skills in Python

Deep understanding of slippage

Experience with optimization frameworks

Education

PhD or Master’s in Applied Math, Operations Research, Computer Science

Tools

MOSEK

Job description

A financial management firm is seeking a highly driven candidate for an optimization role with responsibilities in designing portfolio frameworks and trading strategies. Candidates should have a strong quantitative background and experience with optimization tools like MOSEK. The position offers a range of $150,000 to $300,000 in base pay, plus additional benefits and compensation opportunities. The firm provides options for in-person, hybrid, or remote work.