Quantitative Research Developer: Market Microstructure
Stevens Capital Management LP - Internships
Stevens Capital Management LP - Internships in Jersey City, NJ is seeking a highly driven quantitative research developer with strong C++ and Python skills. You will design, develop and support simulation backtesting frameworks and work with fellow researchers to generate new trading ideas.
The role emphasizes understanding the data path from tick data to trades, handling large time-series datasets, and communicating findings clearly.
#J-18808-LjbffrVacancy posted 15 hours ago
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