Quantitative Researcher - Portfolio Optimization - Jersey City, NJ
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Scm · Jersey City, NJPrepare for this interview
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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
Benefits
Additional Information
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. 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
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