Stevens Capital Management LP

Develop production-grade quantitative research and trading infrastructure focused on tick data, market microstructure, and alpha generation. You will build backtesting simulation frameworks and collaborate with quantitative researchers on new trading ideas.

Build and optimize high-performance, multi-threaded trading applications and data-analysis tools in C++ and Linux. This role partners closely with quantitative researchers and engineering teams to deliver production software.

Develop and enhance C++ software on Linux for processing, storing, and analyzing quote, order, and financial data. Collaborate with quantitative research analysts and engineering teams to deliver software solutions.

Build ultra-low-latency C++ market data feed handlers for major global financial exchanges in a real-time trading environment. Join a small, collaborative team where your work directly improves market data and trading infrastructure.

Build and optimize high-performance, low-latency trade execution software in C++ for a global trading platform. This production-focused role works closely with quantitative researchers and engineering teams on network, systems, and data-processing solutions.