Quantitative Researcher - Portfolio Optimization

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. 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…