Please apply to: firstname.lastname@example.org
• Responsible for independently conducting quantitative research with a focus on statistical
and predictive models.
• Handle all aspects of the research process including methodology selection, data collection
and analysis, testing, prototyping, performance monitoring and backtesting.
• Analyzing and improving statistical trading models that are written in C++/Unix.
Requirements of the Candidate include:
• Graduate level degree in a relevant scientific field.
• Advanced C++/Unix programming skills.
• Strong working knowledge of regression, time series and other statistical techniques.
• Strong quantitative, analytical and problem solving skills.
• Knowledge of financial markets and products is an asset.
Stevens Capital Management L.P. (“SCM”) is responsible for the overall portfolio management
and trading of a $3+ billion multi-strategy hedge fund with a 21+ year track record of generating
outstanding returns for its shareholders. SCM pursues a wide variety of investing and trading
opportunities in virtually all of the world’s liquid financial markets. Located in suburban
Philadelphia and employing more than 70 professionals, we seek talented and motivated
individuals for the position above.
QUANTster - 17 months ago