Position Title: Quantitative Researcher – Portfolio Optimization

Location: Philadelphia, PA

Position Summary

Stevens Capital Management LP (“SCM”) is a quantitative hedge fund manager specializing in the rigorous development and disciplined implementation of empirically based trading strategies. We employ a variety of statistical methods and techniques using our robust technology and data infrastructure. We operate a 24 hour low-latency global operation trading liquid futures contracts, currencies and equities, using automated proprietary execution algorithms. Our flagship fund has been in business for more than 30 years.

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 efficient models
• Develop and refine intraday trading strategies and execution algorithms
• Monitor and analyze model performance in a live trading environment

Required Qualifications

• 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

The base pay for this position is anticipated to be between $150,000 and $300,000 per year. The anticipated annual base pay range is current as of the time this job post was generated. This position is eligible for other forms of compensation and benefits, such as a bonus, health and dental plans and 401(k) contributions, which includes a discretionary profit sharing program. An employee’s bonus and related compensation benefits can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.

How to Apply: Please apply directly on-line via https://grnh.se/1buaw9281us