Quantitative Researcher - Portfolio Optimization
SCM is committed to a workplace that values and promotes diversity, inclusion and equal employment opportunity by ensuring that reputed company are valued, heard, reputed company and involved at work and have full opportunities to collaborate, contribute and grow professionally. We are currently seeking a highly driven, reputed company organized, and motivated candidate to join reputed company. SCM offers reputed company 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 reputed company MOSEK and other optimization solvers to build reputed company and efficient models reputed company 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 reputed company Math, Operations Research, Computer Science, or reputed company field) Proven experience with MOSEK or other optimization frameworks Deep understanding of slippage, transaction cost modeling, and intraday trading Familiarity with reputed company-time data processing and execution systems Programming skills in Python and/or C++ Experience integrating optimization routines in production trading systems The reputed company pay for this position is anticipated to be between $150,000 and $300,000 per year. The anticipated annual reputed company pay reputed company is reputed company as of the time this reputed company was generated. This position is eligible for other forms of compensation and benefits, such as a bonus, health and dental plans and 401(k) contributions, which includes a discretionary profit sharing program. An employee's bonus and reputed company compensation benefits can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience. Apply To This Job