Quantitative Researcher - Portfolio Optimization
New
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SCMQuantitative Finance
SCM offers the opportunity to work in person, remotely or in a hybrid work environment.Full-Time
Salary$150,000 and $300,000 per year
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Job Details
- Required Skills
- PythonC++
Requirements
- 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
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