Portfolio Optimization Scientist - Intraday Trading

Stevens Capital Management LP; United States; Hybrid; USD 150,000 - 300,000; Full time

Benefits offered by this job

Bonus

Health and dental plans

401(k) contributions

Discretionary profit sharing

Job summary

Stevens Capital Management LP is seeking a highly driven quantitative professional to design and implement multi-period portfolio optimization frameworks. You will leverage MOSEK and other solvers to build scalable models and develop intraday trading strategies and execution algorithms.

The role requires deep knowledge of slippage, transaction costs, and real-time data processing, with production-level integration into trading systems.

Qualifications

• PhD or Master’s in Applied Math, Operations Research, Computer Science, or related field.
• Proven experience with MOSEK or other optimization frameworks.
• Programming skills in Python and/or C++.
• Deep understanding of slippage and transaction cost modeling.
• Experience integrating optimization routines in production trading systems.

Responsibilities

• Design multi-period portfolio optimization frameworks with market frictions.
• Leverage MOSEK and other solvers to build scalable models.
• Develop and refine intraday trading strategies and execution algorithms.
• Monitor and analyze model performance in live trading environments.

Skills

Strong quantitative background

Python

C++

Real-time data processing

Trading systems integration

Education

PhD or Master’s in Applied Math/OR/CS

Tools

MOSEK

Job description

Stevens Capital Management LP is seeking a highly driven quantitative professional to design and implement multi-period portfolio optimization frameworks. You will leverage MOSEK and other solvers to build scalable models and develop intraday trading strategies and execution algorithms.

The role requires deep knowledge of slippage, transaction costs, and real-time data processing, with production-level integration into trading systems.