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 eligibility for bonuses and other compensation that can form a significant portion of total pay.
The position offers onsite, remote, or hybrid work options.
Required skills include C++ programming experience in a Linux environment, strong problem-solving skills, and an excellent academic record. Bonus skills include knowledge of shell scripts, Python, and relational databases like Sybase, MySQL, SQL Server, and Oracle.
The company 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, 401(k) contributions with a discretionary profit sharing program, and eligibility for bonuses.
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.