Quantitative Researcher - Portfolio Optimization - Remote

Stevens Capital Management LP; United States; Hybrid; USD 120,000 - 180,000; Full time

Job summary

Stevens Capital Management LP is seeking a highly driven quantitative candidate to design portfolio optimization frameworks and intraday trading strategies. You will leverage MOSEK and other solvers to build scalable models and analyze live trading performance, combining deep mathematical insight with practical production experience.

The role requires strong programming in Python and/or C++, familiarity with real-time data processing, and the ability to integrate optimization routines into

Qualifications

• PhD or Master’s in Applied Math, OR, CS or related field.
• Proven experience with MOSEK or other optimization frameworks.
• Deep understanding of slippage and transaction cost modeling in intraday trading.
• Programming skills in Python and/or C++ with production trading systems exposure.
• Familiarity with real-time data processing and execution systems.

Responsibilities

• Design and implement multi-period portfolio optimization frameworks.
• Incorporate transaction costs, slippage, and other 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 a live trading environment.

Skills

MOSEK

Python

C++

Optimization

Real-time data processing

Trading systems

Education

PhD or Master’s in Applied Math/OR/CS

Tools

MOSEK

Optimization frameworks

Job description

SCM is committed to a workplace that values and promotes diversity, inclusion and equal employment opportunity by ensuring that all employees are valued, heard, engaged and involved at work and have full opportunities to collaborate, contribute and grow professionally.

We are currently seeking a highly driven, well organized, and motivated candidate to join our team. SCM offers the opportunity to work in person, remotely or in a hybrid work environment.

Primary 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

Requirements:

• Strong quantitative background (PhD or Master’s in Applied Math, Operations Research, Computer Science, or related field)
• Proven experience with MOSEK or other optimization frameworks
• Deep understanding of slippage, transaction cost modeling, and intraday trading
• Familiarity with real-time data processing and execution systems
• Programming skills in Python and/or C++
• Experience integrating optimization routines in production trading systems