Quantitative Engineer II
dv01Full Time
Mid-level (3 to 4 years), Senior (5 to 8 years)
Candidates should possess proficiency and experience in C++ and Python, along with experience researching, building, and maintaining trading systems utilizing market data. Strong understanding of data paths from tick to trade and experience analyzing time series data with large datasets are also required. Excellent verbal and written communication skills, a strong work ethic, and a desire for excellence and critical thinking are essential qualifications.
The Quantitative Research Developer will design, develop, and support simulation frameworks for backtesting execution approaches, and collaborate with other quantitative researchers to develop new trading ideas.
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.