Senior Quantitative Researcher Equities

Stevens Capital Management LP; Philadelphia (Philadelphia County); Hybrid; USD 150,000 - 300,000; Full time

Benefits offered by this job

Bonus package

Health and dental plans

401(k) contributions

Discretionary profit sharing program

Job summary

A leading company, Stevens Capital Management LP, is seeking a highly driven individual to develop and evaluate quantitative trading models in the global equity markets. Candidates should have a strong background in quantitative hedge fund experience with a focus on risk-adjusted returns. This role offers remote, hybrid, or in-person work options and a competitive salary with a generous benefits package.

Qualifications

• Minimum 5 years quantitative hedge fund or proprietary trading experience.
• Experience with statistical modeling techniques for trading models.
• Exceptional economic intuition and strong market interest.

Responsibilities

• Develop, implement and evaluate quantitative trading models.
• Continuously improve trading models and techniques.
• Identify factors to enhance portfolio performance.

Skills

Statistical modeling

Risk adjusted returns

Financial markets

Economic intuition

Education

Degree in statistics, mathematics, computer science or other technical disciplines

Job description

SCM is committed to a workplace that values and promotes diversity, inclusion and equal employment opportunity by ensuring that all employees are valued, heard, engaged and involved at work and have full opportunities to collaborate, contribute and grow professionally.

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:

• Develop, implement and evaluate quantitative trading models in the global equity markets.
• Continuously improve trading models and modeling techniques.
• Identify orthogonal factors to enhance overall portfolio performance.

Requirements:

• 5+ years quantitative hedge fund or proprietary trading experience.
• Experience utilizing statistical modeling techniques to develop quantitative trading models.
• Keen focus on achieving outstanding risk adjusted returns.
• Strong interest in the financial markets.
• Exceptional economic intuition.
• Degree(s) in statistics, mathematics, computer science or other technical disciplines.

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.

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