Quantitative Researcher - Portfolio Optimization jobs in United States
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Stevens Capital Management LP · 6 hours ago

Quantitative Researcher - Portfolio Optimization

positionPhiladelphia, PA
timeFull-time
remoteHybrid
seniorityMid, Senior Level
money$150K/yr - $300K/yr

Stevens Capital Management LP is committed to diversity and inclusion in the workplace. They are seeking a highly driven Quantitative Researcher to design and implement portfolio optimization frameworks and develop trading strategies.

ConsultingFinancial ServicesSoftware
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H1B Sponsor Likelynote

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

Qualification

Quantitative backgroundMOSEK optimizationTransaction cost modelingPython programmingC++ programmingReal-time data processingIntraday trading strategiesExecution algorithms

Required

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

Benefits

Bonus
Health and dental plans
401(k) contributions
Discretionary profit sharing program

Company

Stevens Capital Management LP

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Stevens Capital Management LP (“SCM”) is a quantitative hedge fund manager specializing in the rigorous development and disciplined implementation of empirically based trading strategies.
dateFounded in 2002
location
Radnor, Pennsylvania, USA
people-size51-200 employees
web-link
https://www.scm-lp.com

H1B Sponsorship

Stevens Capital Management LP has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (2)
2024 (3)
2023 (1)
2020 (3)

Funding

Current Stage
Growth Stage
Company data provided by crunchbase