Quantitative Developer

Selby Jennings; New York (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

Selby Jennings is recruiting a Quantitative Developer for our client, a leading hedge fund, to be based in the New York office.

The role focuses on financial data modeling, building time-series frameworks, and supporting the front office using Python. Candidates should have strong Python skills, time-series expertise, and familiarity with cloud technologies (AWS/Azure).

Qualifications

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

Responsibilities

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

Skills

Python

Time series analysis

Stakeholder management

Communication

Tools

AWS

Azure

SQL

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