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:
<ul>
<li>Design and implement multi-period portfolio optimization frameworks incorporating transaction costs, slippage, and other market frictions</li>
<li>Leverage MOSEK and other optimization solvers to build scalable and efficient models</li>
<li>Develop and refine intraday trading strategies and execution algorithms</li>
<li>Monitor and analyze model performance in a live trading environment</li>
</ul>
Requirements:
<ul>
<li>Strong quantitative background (PhD or Master’s in Applied Math, Operations Research, Computer Science, or related field)</li>
<li>Proven experience with MOSEK or other optimization frameworks</li>
<li>Deep understanding of slippage, transaction cost modeling, and intraday trading</li>
<li>Familiarity with real-time data processing and execution systems</li>
<li>Programming skills in Python and/or C++</li>
<li>Experience integrating optimization routines in production trading systems</li>
</ul>
 
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.

Quantitative Researcher - Portfolio Optimization - Remote

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're seeking exceptionally motivated students with a strong interest in the financial markets to contribute to our empirical research process.  The range of research ideas to investigate is open-ended and will depend on a candidate's background and strengths.
Opportunities, including full-time summer internships and part-time work throughout the school year, are available for qualified students at each of the undergraduate, masters and PhD levels.
 
Primary Responsibilities:
<ul>
<li>Read and analyze academic research or other source material pertaining to anomalies in the global financial markets.</li>
<li>Build data sets and conduct statistical analysis on the data.</li>
</ul>
 
Requirements:
<ul>
<li>Substantial progress toward a degree (graduate level preferred) in a quantitative discipline (e.g. statistics, econometrics, mathematics, engineering, physics or computer science) or finance (with extensive coursework in quantitative disciplines). </li>
<li>Programming experience, ideally including R, C++ and/or Python.</li>
<li>Experience with regression analysis.</li>
<li>Strong interest in learning how to build, organize and analyze large data sets.</li>
<li>Strong organizational and communication skills.</li>
</ul>

Quantitative Research Analyst Internship

Quantitative Researcher - Portfolio Optimization

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're seeking highly motivated students who possess strong technical skills and the ability to work in a fast-paced collaborative environment.
 
Primary Responsibilities:
<ul>
<li>Develop new software and enhance existing systems.</li>
<li>Create tools to process, store and analyze quote, trade and financial data.</li>
<li>Work closely with our traders, quantitative research analysts, implementation programmers and other groups to provide software solutions.</li>
</ul>
 
Requirements:
<ul>
<li>Pursuing an undergraduate or graduate level degree in Computer Science or Mathematics.</li>
<li>C++ and/or Java programming knowledge or experience in a Linux environment preferred.</li>
<li>Excellent academic record.</li>
<li>Strong problem solving skills.</li>
<li>Knowledge of shell scripts and other languages including Perl, Bash or CSH is a plus.</li>
<li>Knowledge of relational databases including Sybase, SQL Server and Oracle is a plus.</li>
</ul>

Developer Internship

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:
<ul>
<li>Design and implement multi-period portfolio optimization frameworks incorporating transaction costs, slippage, and other market frictions</li>
<li>Leverage MOSEK and other optimization solvers to build scalable and efficient models</li>
<li>Develop and refine intraday trading strategies and execution algorithms</li>
<li>Monitor and analyze model performance in a live trading environment</li>
</ul>
Requirements:
<ul>
<li>Strong quantitative background (PhD or Master’s in Applied Math, Operations Research, Computer Science, or related field)</li>
<li>Proven experience with MOSEK or other optimization frameworks</li>
<li>Deep understanding of slippage, transaction cost modeling, and intraday trading</li>
<li>Familiarity with real-time data processing and execution systems</li>
<li>Programming skills in Python and/or C++</li>
<li>Experience integrating optimization routines in production trading systems</li>
</ul>
 
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.

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Quantitative Researcher - Portfolio Optimization - Remote

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