Quantitative Researcher - Portfolio Optimization - Remote

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

Pay

The base pay for this position is anticipated to be between $150,000 and $300,000 per year.

Schedule

The position is eligible for a variety of compensation and benefits, including a discretionary profit sharing program.