Radnor Twp, Pennsylvania, United States
Key technologies and capabilities for this role
Common questions about this position
The base pay is anticipated to be $150,000 - $300,000 per year, with eligibility for a bonus. Actual compensation will be determined based on skills, qualifications, and experience.
Yes, the position offers onsite, remote, or hybrid work arrangements.
Required skills include proficiency in C++ and Python, experience with trading systems using market data, strong understanding of the data path from tick to trade, time series analysis, and handling large datasets.
SCM is committed to a workplace that values diversity, inclusion, equal employment opportunity, and professional growth through collaboration and contribution.
Benefits include health and dental plans, as well as 401(k) contributions with a discretionary profit sharing program.
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.