Quantitative Researcher
YipitDataFull Time
Mid-level (3 to 4 years), Senior (5 to 8 years)
Candidates should have substantial progress toward a degree (graduate level preferred) in a quantitative discipline such as statistics, econometrics, mathematics, engineering, physics, or computer science, or finance with extensive coursework in quantitative disciplines, along with programming experience including R, C++, and/or Python, and experience with regression analysis, and a strong interest in learning how to build, organize, and analyze large data sets.
The Quantitative Research Analyst Intern will read and analyze academic research or other source material pertaining to anomalies in the global financial markets, build data sets and conduct statistical analysis on the data.
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.