Remote Portfolio Optimization Scientist - Intraday Trading

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

Benefits offered by this job

Health and dental plans

401(k) contributions

Profit sharing

Job summary

Stevens Capital Management LP is seeking a highly driven quantitative professional to design and implement multi-period portfolio optimization frameworks for live trading environments in the United States.

The role requires deep knowledge of MOSEK or similar optimization tools, strong programming skills in Python and/or C++, and familiarity with real-time data processing and execution systems. A PhD or Master’s in a related field is preferred.

Qualifications

• 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.

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.

Skills

Python

C++

Real-time data processing

Optimization concepts

Intraday trading knowledge

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 for live trading environments in the United States.

The role requires deep knowledge of MOSEK or similar optimization tools, strong programming skills in Python and/or C++, and familiarity with real-time data processing and execution systems. A PhD or Master’s in a related field is preferred.