Stevens Capital Management LP

Position Title/Short Description

Full Text of JOE Listing:

We're a quantitative hedge fund manager specializing in the rigorous development and disciplined implementation of empirically based trading strategies. The multi-billion dollar fund we manage has been in business for 30+ years.

We employ a variety of statistical methods and techniques using our robust technology and data infrastructure.

We operate a 24 hour low-latency global trading operation, utilizing automated proprietary execution algorithms.

Primary Responsibilities
• Utilize your analytical skills, market knowledge and intuition to develop and implement statistical trading models.
• Participate in all aspects of research and trading model development, including generating research ideas, building data sets, conducting statistical data analysis and implementing quantitative production trading models.

Requirements
• A degree in economics or finance, with extensive coursework in quantitative disciplines or a quantitative discipline (e.g. statistics, econometrics, mathematics, engineering, physics or computer science) with extensive coursework in economics or finance.
• 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.


SCM will consider assisting successful job candidates with United States immigration permits, if needed.