Jobs Companies Stevens Capital Management LP Quantitative Researcher - Portfolio Optimization - Remote

Sobre este puesto de Quantitative Researcher - Portfolio Optimization - Remote en Stevens Capital Management LP

Stevens Capital Management LP · Radnor, PA

SCM is committed to a workplace that values and promotes diversity, inclusion and equal employment opportunity by ensuring that all employees are valued, heard, engaged and involved at work and have full opportunities to collaborate, contribute and grow professionally.

We are currently seeking a highly driven, well organized, and motivated candidate to join our team. SCM offers the opportunity 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
  • 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

Requirements:

  • 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

 

The base pay for this position is anticipated to be between $150,000 and $300,000 per year. The anticipated annual base pay range is current as of the time this job post 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 related 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.

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Cómo se compara este salario de Researcher

Este puesto paga $225,000/yrpor encima de el rango típico para los puestos de Researcher.

$225,000 la mediana de $225,000 $225,000

Rango típico $225,000–$225,000/yr, a partir de 6 ofertas comparables de Researcher en JobsRadar (salario anualizado en USD). Ver datos salariales de Researcher →

Sobre Stevens Capital Management LP

We are in constant pursuit of exceptionally talented and motivated individuals with a history of outstanding achievement, who are interested in developing and implementing automated trading strategies. If you think you’ve got what we’re looking for (historically less than 1% of applicants have received employment offers) then read on.

At SCM, our success is built on the foundation of quantitative research and development, paired with the capability to implement developments rapidly, efficiently and accurately. If you’re driven by intellectual curiosity and the challenge of solving difficult problems, SCM has what you’re looking for.

We work in small teams where creative problem solving is encouraged. The work is demanding and rewarding, and the atmosphere is friendly, professional and non-bureaucratic. Our flat organizational structure enhances our ability to be nimble, and provides employees with exposure to key decision makers and the opportunity to make meaningful contributions through participation in production related decisions.

Dress is casual, and we provide numerous amenities including a well-appointed fitness center with locker rooms and shower facilities, as well as a bike room for those who commute by bike.

SCM also provides a broad range of benefits, including a fully paid comprehensive health plan (with dental and vision), as well as a 401(k) retirement plan with maximum company matching contributions and discretionary 401(k) profit sharing contributions.

We’re located in the heart of Philadelphia’s Main Line suburbs, near the intersection of Interstate 476 and US Route 30, and we have a SEPTA train station adjacent to our office. This convenient location offers employees the option of living in a major city, or a wide variety of suburbs ranging from urban to bucolic. We’re also centrally located amidst several nationally acclaimed public school districts and private schools.

All of this promotes an exceptional quality of life and an environment that is highly conducive to long and fulfilling careers, as evidenced by our extraordinarily low employee turnover rate.

SCM will consider assisting successful job candidates with United States immigration permits, if such a permit is required to work for SCM.

We’re looking for exceptional candidates for the following positions:

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