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    Scm

    Financial Services

    Quantitative Researcher - Portfolio Optimization - Remote

    Radnor, United StatesRemoteFull-time$150k / yearPosted 1mo ago
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    Job description

    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.

    Job details are sourced from the employer's original posting.

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    About the company

    Scm

    SCM is a company operating in the financial industry, likely involved in software development or technology solutions for real-time environments.

    View all Scm jobs
    Industry
    Financial Services
    Open roles
    30

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