Quantitative Developer

Selby Jennings; New York (NY); On-site; USD 120,000 - 190,000; Full time

Job summary

Selby Jennings is seeking a Quantitative Developer to join their client’s New York office. The role focuses on building and maintaining market data models, time series frameworks, and supporting the front office with quantitative methods.

Candidates should have strong Python skills, time series analysis, and experience with databases and cloud technologies (AWS/Azure). Excellent communication and stakeholder management are essential.

Qualifications

• Strong Python programming skills and time series analysis are required.
• Experience with databases and cloud technologies (AWS/Azure) is expected.
• Excellent stakeholder management and communication abilities are essential.

Responsibilities

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

Skills

Python programming

Time series analysis

Financial data modeling

Cloud technologies

Stakeholder management

Communication

Tools

AWS

Azure

Databases

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