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Selby Jennings in Hong Kong is seeking a Python Quantitative Developer to join its CTA and futures research team. You will help build and enhance trading infrastructure for systematic strategies.
Collaborate with quantitative researchers and portfolio managers to deliver robust data pipelines, backtesting tools and analytics while maintaining code quality and documentation.
Location: Hong Kong
Employment Type: Permanent
An established quantitative investment firm is looking for a Python Quantitative Developer to join its systematic trading team in Hong Kong.
You will work closely with quantitative researchers and portfolio managers to develop and enhance the research and trading infrastructure supporting systematic CTA and futures strategies.
Interested candidates should submit an updated CV outlining their relevant Python development experience and exposure to CTA or futures strategies.
Applications will be assessed based on relevant skills, experience and ability to perform the role. All qualified candidates will receive fair consideration in accordance with applicable fair employment practices.