Jersey City, New Jersey, United States
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Common questions about this position
The base pay is anticipated to be between $150,000 and $300,000 per year, with actual compensation determined based on skills, qualifications, and experience.
Benefits include eligibility for bonuses, health and dental plans, and 401(k) contributions with a discretionary profit sharing program.
This information is not specified in the job description.
Required skills include C++ programming experience in a Linux environment, an undergraduate or graduate degree in Computer Science, Mathematics, or related field, excellent academic record, and strong problem-solving skills. Knowledge of shell scripts, Python, and relational databases like Sybase, MySQL, SQL Server, and Oracle is a plus.
The company seeks highly driven, well-organized, and motivated candidates who value diversity, inclusion, and equal opportunity, with strong skills and qualifications determining compensation.
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.