Quantitative Developer

Selby Jennings; New York (NY); On-site; USD 150,000 - 190,000; Full time

Job summary

Selby Jennings is seeking a Quantitative Developer to join its New York office. The role focuses on financial data modeling, macro product exposure, and hands-on Python development.

You will build market data models and time series framework, support front office, and automate risk management tooling to improve trading risk appetite. Strong Python, time series analytics, and cloud familiarity (AWS/Azure) are required, with excellent communication and stakeholder management.

Qualifications

• Strong Python programming experience.
• Expertise in time series analysis and modeling.
• Excellent communication and stakeholder management skills.

Responsibilities

• Develop and maintain market data models and a time series framework.
• Provide support to the front office using quantitative methods.
• Automate risk management tooling to improve performance and trading risk appetite.

Skills

Python programming

Time series analysis

Communication

Stakeholder management

Tools

Databases

AWS

Azure

Job description

Our client is a leading hedge fund, and we are hiring for a Quantitative Developer to be based in the New York office. The ideal Quantitative Developer will have proven experience in financial data modeling, exposure to macro products and strategies, and strong hands-on experience within in Python programming and analytical skills.

Responsibilities:

• Develop and maintain market data models and time series framework
• Provide support to the front office team utilizing quantitative methodologies
• Automate risk management platform to improve the performance and trading risk appetite

Requirements:

• Strong command of Python programming skills and time series analysis
• Familiarity with databases and modern cloud technologies (AWS/Azure)
• Excellent stakeholder management skills and good communication