Radnor Twp, Pennsylvania, United States
Key technologies and capabilities for this role
Common questions about this position
The base salary range is $150,000 - $300,000 per year. Actual compensation will be determined based on skills, qualifications, and experience.
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 data path from tick to trade, time series analysis, and handling large datasets. Excellent communication skills, strong work ethic, and critical thinking are also essential.
SCM is committed to a workplace that values diversity, inclusion, equal employment opportunity, and professional growth through collaboration and contribution.
The position is eligible for bonuses, health and dental plans, and 401(k) contributions including 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.