Senior PM / Trader / Quant
Tanius TechnologyFull Time
Senior (5 to 8 years)
Radnor Twp, Pennsylvania, United States
Key technologies and capabilities for this role
Common questions about this position
The base pay is anticipated between $150,000 and $300,000 per year, with actual compensation determined based on skills, qualifications, and experience.
Yes, the position offers in-person, remote, or hybrid work arrangements.
Candidates need 5+ years of quantitative hedge fund or proprietary trading experience, experience with statistical modeling for trading models, a degree in statistics, mathematics, computer science or similar, plus strong economic intuition and interest in financial markets.
Benefits include bonus programs, health and dental plans, and 401(k) contributions with a discretionary profit sharing program.
SCM is committed to a workplace that values diversity, inclusion, and equal employment opportunity, ensuring employees are valued, heard, engaged, and have opportunities to grow professionally.
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.