Quant Researcher: MOSEK-Powered Portfolio Optimization

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

Benefits offered by this job

Health and dental plans

401(k) contributions

Discretionary profit sharing program

Job summary

A leading financial services firm in Radnor, PA is seeking a motivated candidate for a role focused on designing multi-period portfolio optimization frameworks. The ideal candidate will have a strong quantitative background and proven experience with MOSEK. This position offers the flexibility to work in-person, remotely, or in a hybrid environment, with competitive compensation ranging from $150,000 to $300,000 annually.

Qualifications

• PhD or Master's in Applied Math or related field.
• Experience with MOSEK or optimization frameworks required.
• Strong programming skills in Python and/or C++.

Responsibilities

• Design multi-period portfolio optimization frameworks.
• Leverage MOSEK to build scalable models.
• Monitor model performance in live trading.

Skills

Strong quantitative background

Proven experience with MOSEK

Deep understanding of slippage

Programming skills in Python

Education

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

Tools

MOSEK

Job description

A leading financial services firm in Radnor, PA is seeking a motivated candidate for a role focused on designing multi-period portfolio optimization frameworks. The ideal candidate will have a strong quantitative background and proven experience with MOSEK. This position offers the flexibility to work in-person, remotely, or in a hybrid environment, with competitive compensation ranging from $150,000 to $300,000 annually.