Job Description
The Quantitative Researcher is responsible for designing and implementing multi-period portfolio optimization frameworks incorporating transaction costs, slippage, and other market frictions. This role will leverage MOSEK and other optimization solvers to build scalable and efficient models. Responsibilities include developing and refining intraday trading strategies and execution algorithms. The researcher will monitor and analyze model performance in a live trading environment. The ideal candidate will have a strong quantitative background and experience with optimization frameworks and trading systems.
About Stevens Capital Management LP
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