Quantitative Developer

Selby Jennings; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

Selby Jennings is seeking a Quantitative Developer for its New York office. The candidate will contribute to financial data modeling, exposure to macro products, and hands-on Python programming with strong analytical abilities.

Key responsibilities include building market data models, supporting the front office with quantitative methods, and automating risk management tooling to improve trading risk appetite.

Qualifications

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

Responsibilities

• Develop and maintain market data models and time series framework.
• Support front office with quantitative methodologies.
• Automate risk management platform to enhance trading risk assessment.

Skills

Python

Time series

Stakeholder management

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