Quantitative Research Developer
Stevens Capital Management LP6 months ago
Radnor, PA, USAMid Level
H1B sponsor
Base Salary
$150k - $300k/yr
Responsibilities
- Design, develop, and support simulation frameworks for backtesting execution approaches.
- Collaborate with quantitative researchers to develop new trading ideas.
- Research, build, and maintain trading systems utilizing market data.
Requirements
- Proficiency and experience in C++ and Python.
- Experience with tick data and trading systems utilizing market data.
- Strong understanding of the data path from tick to trade.
- Experience analyzing time series data and working with large datasets.
- Excellent verbal and written communication skills.
- Strong work ethic, desire for excellence, and ability to think critically and creatively.
Benefits
- Work in person, remotely, or in a hybrid environment.
- Eligible for bonus compensation, health and dental plans, 401(k) contributions, and a discretionary profit-sharing program.
About Stevens Capital Management LP
Stevens Capital Management LP is a privately held quantitative hedge fund manager that develops and deploys empirically based, systematic trading strategies across global futures, currencies, and equities. The firm operates a 24-hour, low-latency trading infrastructure with proprietary execution algorithms and robust data and technology to support research and production. Founded in 2002 and headquartered in Radnor, Pennsylvania, SCM manages hedge funds for professional investors and earns management and performance fees.