Full-Time
Quantitative Research Developer
Jersey City, NJ
Confirmed live in the last 24 hours
Quantitative hedge fund manager using empirical trading strategies
Mid
New York, NY, USA
- 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.
- Design, develop and support simulation frameworks for backtesting execution approaches.
- Work with other quantitative researchers to develop new trading ideas.
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