Quantitative Researcher - Portfolio Optimization - Remote

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

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