Quantitative Researcher - Portfolio Optimization - Jersey City, NJ

About the job

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 Requirements: - Strong…