Stevens Capital Management LP (“SCM”) is a registered investment adviser that manages a 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.
We're seeking highly driven, production-oriented researchers who possess strong technical and quantitative skills, along with the necessary combination of creativity, resourcefulness, pragmatism and attention to detail to develop successful automated trading strategies.
Primary Responsibilities
Utilize your analytical and quantitative skills, market knowledge and intuition to develop and implement automated statistical trading models.
Participate in all aspects of research and trading model development, including generating research ideas, building and analyzing data sets, conducting statistical data analysis and implementing quantitative production trading models.
Requirements
A bachelors or advanced degree in a field providing a background in advanced statistical analysis of large data sets (includes, but is not limited to, economics, finance, statistics, mathematics or computer science).
Programming experience, ideally including R, C++ and/or Python.
Strong working knowledge of regression, time series analysis and other statistical techniques.
Experience building, organizing and analyzing large data sets is preferred.
The ability to comprehend and synthesize academic literature in finance, economics and statistics.
Strong financial market interest.
The ability to simplify and effectively communicate complex concepts.
To apply directly to this job, please visit: https://grnh.se/0a977aa61 |