Quant Portfolio Optimizer | Intraday Trading & MOSEK

Stevens Capital Management LP; Jersey City (NJ); On-site; USD 150,000 - 300,000; Full time

Benefits offered by this job

Bonus eligibility

Health and dental plans

401(k) contributions

Discretionary profit sharing

Job summary

Stevens Capital Management LP in Jersey City, NJ is seeking a senior quantitative researcher to design portfolio optimization frameworks and develop intraday trading strategies. You will leverage MOSEK and other solvers to create scalable models and monitor performance in live markets.

The role requires a PhD or Master’s in a quantitative field, deep expertise in slippage and transaction cost modeling, and proficiency in Python and/or C++.

Qualifications

• PhD or Master’s in Applied Math, OR, CS or related field.
• Experience with MOSEK or similar optimization frameworks.
• Strong understanding of slippage and transaction cost modeling.
• Experience with real-time data processing and execution systems.
• Proficiency in Python and/or C++.
• Experience integrating optimization workflows in production trading systems.

Responsibilities

• 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.

Education

PhD or Master's in Applied Math / OR / CS

Tools

MOSEK

Python

C++

Real-time data processing

Execution systems

Intraday trading

Portfolio optimization

Quantitative methods

Job description

Stevens Capital Management LP in Jersey City, NJ is seeking a senior quantitative researcher to design portfolio optimization frameworks and develop intraday trading strategies. You will leverage MOSEK and other solvers to create scalable models and monitor performance in live markets.

The role requires a PhD or Master’s in a quantitative field, deep expertise in slippage and transaction cost modeling, and proficiency in Python and/or C++.