SCM is seeking a Quantitative Researcher for Portfolio Optimization, focusing on developing and implementing advanced portfolio optimization frameworks and trading strategies. The ideal candidate will have a strong quantitative background and proficiency in optimization frameworks, with a competitive salary and benefits package offered
Job Summary
SCM is committed to a workplace that values and promotes diversity, inclusion and equal employment opportunity.
Design and implement multi-period portfolio optimization frameworks incorporating transaction costs, slippage, and other market frictions.
The base pay for this position is anticipated to be between $150,000 and $300,000 per year.
Matching Summary
Match Score: 85
SCM is seeking a Quantitative Researcher for Portfolio Optimization, focusing on developing and implementing advanced portfolio optimization frameworks and trading strategies. The ideal candidate will have a strong quantitative background and proficiency in optimization frameworks, with a competitive salary and benefits package offered.
Salary
Base: $150,000 - $300,000; Bonus/Equity: Eligible for bonus; Benefits: Health and dental plans and 401(k) contributions
Skills & Requirements
Must-have
multi-period portfolio optimization
transaction costs and slippage
MOSEK optimization solvers
intraday trading strategies
Python and/or C++ programming
Nice-to-have
real-time data processing
production trading systems integration
diversity and inclusion values
Key Requirements
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
Experience integrating optimization routines in production trading systems