Quantitative Analyst II
AffirmFull Time
Mid-level (3 to 4 years)
Radnor Twp, Pennsylvania, United States
Key technologies and capabilities for this role
Common questions about this position
The anticipated base pay is between $150,000 and $300,000 per year, with actual compensation determined based on skills, qualifications, and experience.
The position offers flexibility with in-person, remote, or hybrid work arrangements.
Candidates need a bachelor’s or advanced degree in a quantitative field, programming experience ideally in R, C++, and/or Python, strong knowledge of statistical techniques like regression and time series analysis, and experience with large data sets.
Benefits include eligibility for bonuses, health and dental plans, and 401(k) contributions with a discretionary profit sharing program, where bonus and related compensation can be a significant portion of total pay.
A strong candidate is highly driven, well-organized, and motivated, with a quantitative background, programming skills in R, C++, or Python, statistical expertise, data analysis experience, ability to synthesize academic literature, strong financial market interest, and excellent communication skills.
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.