Quantitative Researcher - Intraday Optimization & Trading

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

Benefits offered by this job

Bonus

Health plan

Dental plan

401(k)

Profit sharing

Job summary

Stevens Capital Management LP is seeking a highly quantitative professional to design portfolio optimization frameworks, implement MOSEK-based models, and develop intraday trading strategies for live markets.

Candidates should hold a PhD or Master’s in a related field, be proficient in Python and/or C++, and have experience integrating optimization routines into production trading systems. Base compensation includes a substantial base range with bonus potential.

Qualifications

• PhD or Master’s in applied math, operations research, CS, or related field.
• Experience with MOSEK or similar optimization frameworks.
• In-depth knowledge of slippage and transaction cost modeling.
• Familiar with real-time data processing and execution systems.
• Proficient in Python and/or C++.
• Experience integrating optimization routines in production trading systems.

Responsibilities

• Design multi-period portfolio optimization frameworks with costs and frictions.
• Leverage MOSEK to build scalable optimization models.
• Develop intraday trading strategies and execution algorithms.
• Monitor model performance in live trading environment.

Skills

Python

C++

Real-time data processing

Execution systems

Education

PhD in Applied Math/OR/CS

Master's in Applied Math/OR/CS or related field

Tools

MOSEK

Optimization frameworks

Job description

Stevens Capital Management LP is seeking a highly quantitative professional to design portfolio optimization frameworks, implement MOSEK-based models, and develop intraday trading strategies for live markets.

Candidates should hold a PhD or Master’s in a related field, be proficient in Python and/or C++, and have experience integrating optimization routines into production trading systems. Base compensation includes a substantial base range with bonus potential.