Python Markowitz Portfolio Model Optimization

I'm looking for an expert who can help me with my university lab task. The job is to develop a Python-based programming model that optimizes the classic Markowitz portfolio selection model. This new model should account for transaction costs, limit trade volume based on liquidity, and adjust the matrix using factor models. Empirical testing will need to be performed using historical data in CSV format.

Ideal candidate should:
- Be proficient in Python
- Have a solid understanding of portfolio selection models and optimization
- Be able to modify a given utility function to include transaction costs
- Have experience with empirical testing based on historical data

Please note, transaction costs can be incorporated by modifying a utility function I'll provide.