Quant Research Engineer Remote/Hybrid Tick Data & Backtests

Stevens Capital Management LP - Internships; United States; Hybrid; USD 150,000 - 300,000; Full time

Benefits offered by this job

Bonus potential

Health and dental plans

401(k) contributions

Job summary

Stevens Capital Management LP - Internships is seeking a highly driven quantitative research developer with strong C++ and Python skills. The role focuses on backtesting simulations and collaborating with researchers to generate new trading ideas, with flexibility to work in person, remotely, or in a hybrid setup.

The position emphasizes experience with tick data, market data processing, and time-series analysis.

Qualifications

• Proficiency 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.

Responsibilities

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

Skills

C++

Python

Tick data familiarity

Job description

Stevens Capital Management LP - Internships is seeking a highly driven quantitative research developer with strong C++ and Python skills. The role focuses on backtesting simulations and collaborating with researchers to generate new trading ideas, with flexibility to work in person, remotely, or in a hybrid setup.

The position emphasizes experience with tick data, market data processing, and time-series analysis.