Stevens Capital Management LP (“SCM”) is a quantitative hedge fund manager specializing in the rigorous development and disciplined implementation of empirically based trading strategies. We employ a variety of statistical methods and techniques using our robust technology and data infrastructure. We operate a 24 hour low-latency global operation trading liquid futures contracts, currencies and equities, using automated proprietary execution algorithms. Our flagship fund has been in business for more than 30 years.
We are currently seeking a highly driven, well organized, and motivated candidate to join our team. SCM offers the opportunity to work in person, remotely or in a hybrid work environment.
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:
The base pay for this position is anticipated to be between $150,000 and $300,000 per year. The anticipated annual base pay range is current as of the time this job post was generated. This position is eligible for other forms of compensation and benefits, such as a bonus, health and dental plans and 401(k) contributions, which includes a discretionary profit sharing program. An employee's bonus and related compensation benefits can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.