Radnor Twp, Pennsylvania, United States
Key technologies and capabilities for this role
Common questions about this position
Yes, the position is remote.
This information is not specified in the job description.
Requirements include substantial progress toward a degree in a quantitative discipline, programming experience ideally in R, C++ and/or Python, experience with regression analysis, strong interest in handling large data sets, and strong organizational and communication skills.
SCM is committed to a workplace that values and promotes diversity, inclusion, and equal employment opportunity, ensuring all employees are valued, heard, engaged, and have opportunities to collaborate, contribute, and grow professionally.
Exceptionally motivated students with substantial progress toward a graduate-level degree in a quantitative discipline, programming experience in R, C++, or Python, regression analysis experience, and strong organizational and communication skills stand out.
Quantitative hedge fund manager employing trading strategies
Stevens Capital Management LP (SCM) operates as a quantitative hedge fund manager that focuses on developing and implementing data-driven trading strategies. With over 30 years of experience, SCM employs a team that utilizes extensive datasets and technology to create automated trading strategies in highly liquid financial markets. The company emphasizes a rigorous approach, applying the scientific method to ensure disciplined execution of its strategies. Unlike many competitors, SCM prioritizes a collaborative work environment and actively seeks talented individuals with a strong track record in quantitative research and C++ development. The primary goal of SCM is to continuously enhance its trading strategies and maintain a leading position in the financial markets.