Quantitative Research Developer Quantitative Research Developer …

Stevens Capital Management LP
in Philadelphia, PA, United States
Permanent, Full time
Last application, 20 Jan 20
Competitive
Stevens Capital Management LP
in Philadelphia, PA, United States
Permanent, Full time
Last application, 20 Jan 20
Competitive
Design, develop and support simulation frameworks for backtesting execution approaches.

Stevens Capital Management LP (“SCM”) is a registered investment adviser that manages a multi-billion dollar hedge fund that has been in business for 30+ years.

SCM specializes in the rigorous development and disciplined implementation of empirically based quantitative trading strategies. Our highly productive team works in a fast-paced collegial environment, utilizing extensive data sets, technology and the scientific method to devise and employ trading strategies throughout the world’s most liquid financial markets.

 

Quantitative Research Developer

We’re seeking a highly driven, production-oriented quantitative research developer who has strong technical skills, first-hand experience with tick data, and interest in the intersection of market microstructure and alpha generation.

 

Primary Responsibilities

  • Design, develop and support simulation frameworks for backtesting execution approaches.
  • Work with other quantitative researchers to develop new trading ideas.

 

Requirements

  • Proficiency and experience in C++ and Python.
  • Experience researching, building and maintaining trading systems utilizing market data.
  • Strong understanding of data path from tick to trade.
  • Experience analyzing time series data.
  • Experience with large data sets.
  • Excellent verbal and written communication skills.
  • Strong work ethic and desire for excellence.
  • Desire to think critically and creatively.
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