Quantitative Research Developer - Jersey City, NJ
Stevens Capital Management LP5 months ago
Jersey City, NJ, 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.
- Build and maintain trading systems utilizing market data.
Requirements
- Proficiency and experience in C++ and Python.
- Experience researching, building, and maintaining trading systems utilizing market data.
- Strong understanding of the data path from tick to trade.
- Experience analyzing time-series data.
- Experience working with large datasets.
- Excellent verbal and written communication skills.
- Strong work ethic and desire for excellence.
- Ability and desire to think critically and creatively.
Benefits
- Base pay is anticipated to be $150,000-$300,000 per year.
- 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.