Full-Time

Quantitative Research Developer

Jersey City, NJ

Confirmed live in the last 24 hours

Stevens Capital Management

Stevens Capital Management

11-50 employees

Quantitative hedge fund manager using empirical trading strategies

Quantitative Finance
Financial Services

Mid

New York, NY, USA

Required Skills
Python
Requirements
  • Proficiency and experience in C++ and Python.
  • Experience researching, building and maintaining trading systems utilizing market data.
  • Strong understanding of data path from tick to trade.
  • Experience analyzing time series data.
  • Experience with large data sets.
  • Excellent verbal and written communication skills.
  • Strong work ethic and desire for excellence.
  • Desire to think critically and creatively.
Responsibilities
  • Design, develop and support simulation frameworks for backtesting execution approaches.
  • Work with other quantitative researchers to develop new trading ideas.

Stevens Capital Management

Stevens Capital Management

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Stevens Capital Management LP (SCM) stands out as a leading quantitative hedge fund manager, leveraging robust technology and data infrastructure to implement empirically based trading strategies. With over three decades of industry experience, SCM maintains a competitive edge through its 24-hour low-latency global operations and proprietary execution algorithms. The firm's commitment to fostering talent in quantitative financial research and C++ development further underscores its dedication to technical innovation and industry leadership.

Company Stage

N/A

Total Funding

N/A

Headquarters

Wayne, Pennsylvania

Founded

2002

Growth & Insights
Headcount

6 month growth

2%

1 year growth

-6%

2 year growth

-4%