Quantitative Research & Trading

Selby Jennings: A Specialist Quantitative Research & Trading recruiter in Germany

Selby Jennings is a leading specialist talent partner for financial sciences & services in Germany. Our global Quants team provides permanent, contract, and multi-hire talent solutions.

For nearly 20 years, financial firms and professionals have benefited from our extensive experience and global network. From streamlining processes and upskilling workforces to staying cutting edge by employing flexible working models, we advise enterprise leaders on when to strike and how. We also provide expert insight into Quantitative Research & Trading salaries in Germany, and assist them through their career moves.

If you're interested in securing exceptional Quantitative talent in Germany, request a call back today. If you're a Quants professional on a mission for Quantitative Research jobs, the Selby Jennings global Quants team delivers exceptional recruitment to industry-leading firms, from global investment banks, boutique hedge funds, and management consultancies, to software providers, and everything in between. Submit your CV/resume today and one of our talent consultants will get back to you if a role fits your profile.

If you're a candidate, please register your CV and get discovered for all relevant roles.

If you're a client looking for the best talent, please Register your vacancy or Request a call back for an introduction to our services.

Benefits of working with Selby Jennings

We are a specialist talent/recruitment partner. Among the many benefits of working with Selby Jennings Quantitative Research & Trading team located in Berlin:

Experience

We have nearly 20 years of experience as a leading recruiter in financial sciences & services.

Network

A vast, global network of the best, in-demand professionals, working with the world’s largest financial institutions to innovative fintech start-ups and beyond.

Knowledge

Our award-winning talent specialists offer bespoke, tailored guidance on the latest hiring trends and industry news to help you achieve your goals.

At Selby Jennings, we believe in fostering long-term partnerships based on trust, integrity, and mutual success. We strive to provide personalized solutions tailored to your specific requirements, offering flexible options to accommodate your Quantitative Research & Trading hiring preferences. Whether you need to fill critical positions quickly or are seeking strategic talent acquisition solutions, we have the resources and expertise to deliver results. Submit your vacancy to us today.

Take the first step towards overcoming your talent shortage today by completing the form. Our team looks forward to speaking with you to explore how we can partner with your organization to meet your Quantitative Research & Trading recruitment needs efficiently and effectively.

Quantitative Research & Trading Jobs

Quantitative Researcher - Systematic Equities

A Systematic Equity PM at a $6bbn Hedge Fund in NYC is looking for an Equity Quant Researcher to join his team and spearhead development of new strategies. The PM is specifically seeking out someone skilled in generating signals with intraday to multi-week holding periods (US or EU equities preferred) who can work on end-to-end strategy development in an autonomous fashion. The strategies will be implemented in the larger book in order to generate PnL orthogonal to their own. This is an opportunity to work alongside a veteran PM with 10+ years of running a successful portfolio at different funds, gain exposure to portfolio management responsibilities within the team and have a transparent impact on the PnL that their signals generate. The fund has aggressively expanded their quantitative platform over the last 4 years and the QR will have access to 50+ datasets and a sophisticated research/trading platform to drive performance of their work. The ideal candidate will have: 3+ years experience working on alpha signal research in equity markets (buyside is strongly preferred) Exposure to portfolio construction, strategy implementation and/or risk management is a big plus Strong Python skillset (specifically for data analysis) Advanced STEM degree Desire to work in a close-knit team that is close to market

US$350000 - US$600000 per year

New York

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Cross-Asset Portfolio Construction Quant, Director

A global asset manager is looking to hire a Senior Cross-Asset Quantitative Developer to build out a portfolio construction platform from scratch. In this role, you will partner with technology and trading teams across the business, as well as work closely with senior leaders to solve business critical issues. This is an opportunity to contribute to the end-to-end designing, building, and implementation of a state-of-the-art systematic portfolio construction platform. In addition, you would have the chance to build and manage a small team of developers to assist you in your efforts. You will have the opportunity to work closely with clients and engage with leading industry professionals, as well as influence important decisions within the business. This is a hands-on, technical role and a chance to make a lasting contribution to an exciting and rapidly growing firm. Requirements: 10+ years of industry experience in quantitative/technical seat Recent hands-on experience building portfolio construction systems Proficiency in Python and Java Experience working in a cross-asset capacity (Equities, FX, Global Macro, Currencies, Derivatives) Demonstrated experience with systems architecture, design patterns, and data modeling Responsibilities: Designing systematic applications and technologies Partnering with senior leaders, technology and front-office teams Mentoring junior developers and leading analytics build-out Building relationships with stakeholders, clients and partners

Negotiable

United States of America

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Systematic Credit Quant Researcher

Systematic Credit Quant Researcher- Global Bank, London Introduction Our client, a leading financial banking institution in London is seeking to recruit a highly skilled and experienced individual for the position of Systematic Credit Quant Researcher. As part of this role, you will take the lead in on building their systematic credit platform from what is now in early-stage and migrating their existing activity from a vendor platform to this greenfield internal platform. Key Responsibilities: Develop, test, and document mathematical models and analytical tools within the systematic credit space. Design technical solutions as required by the credit desk. Coding analytics used by the trading algorithms Develop model calibration routines and market data analytics. Collaborate closely with other team members to ensure the smooth functioning of the Credit Desk. Certifications, Qualifications, and Experience: 3-8 years of experience as a Quantitative Analyst developing models in quantitative finance. A degree in mathematical finance, science, or mathematics from a prestigious university. Knowledge of standard pricing models used in the investment banking industry (e.g., Black-Scholes, Bachelier, local and stochastic volatility models, HJM framework). Proficiency in C++ (preferably using Visual Studio) with knowledge of modern C++ (at least C++11). Understanding of Credit Products and Models. Experience with version control systems (e.g., Git) and distributed software development processes. Proven capability to thrive in a high-paced environment, managing multiple tasks simultaneously. Embraces an open-minded, collaborative approach with a strong team spirit. If you think you'd be a good fit for the role and would like to apply please submit your CV

Negotiable

London

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Volatility Quantitative Researcher | New York

Volatility Quantitative Researcher | New York A high performing NY based hedge fund is looking to add an experience Systematic Volatility Quantitative Researcher to the team. You will have the opportunity to work directly with senior QRs/PMs within the business while owning your own end-to-end research and strategy pipeline within the systematic volatility space. Qualifications: - Advanced degree in Physics, Mathematics, Statistics, Computer Science or other STEM fields - 2+ years of end-to-end volatility alpha research experience - Non-equity and long volatility experience are both preferred Responsibilities include: - Collaborate with senior QRs on the end-to-end research and development of systematic volatility strategies - Application of mathematical and statistical modeling for daily research - Preference for research strategies covering FX and/or rates volatility If you meet the requirements and are interested in the position, please submit your resume today!

US$250000 - US$450000 per year

New York

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Quantitative Researcher - Index Rebalance

I am currently working with a $30BN AUM Hedge Fund in New York that is looking to expand one of their PM pod teams focusing within the Index Rebalance space. They are looking for an exceptionally strong Quantitative Researcher to assist the PM in developing, implementing, and optimizing key models, trading strategies, and algorithms utilizing advanced statistical techniques. This is a fantastic opportunity to sit within an extremely collaborative, fast-paced environment where you will be able to directly work alongside one of the most successful Index Rebal PMs in the industry! Responsibilities: Conduct research and analysis to develop quantitative models and algorithms for Equity Index Rebalance strategies. Collaborate with the PM and other team members to identify and implement innovative investment strategies. Design, backtest, and optimize trading algorithms using historical data and advanced statistical techniques. Develop tools and infrastructure to support quantitative research and trading activities. Monitor and analyze market data and trends to identify new opportunities and refine existing strategies. Stay current with developments in financial markets, quantitative research, and technology, and incorporate new ideas and technology into the investment process. Qualifications: 2+ years of experience working on conducting research, development, and optimization of Index Rebalance strategies. Advanced degree (Ph.D. or Master's) in a quantitative field such as Mathematics, Statistics, Computer Science, Physics, Engineering, or Finance. Strong quantitative and analytical skills, with a deep understanding of statistical methods and financial modeling. Proficiency in Python programming with experience in data analysis and machine learning libraries. Knowledge of financial markets, equity index products, and quantitative trading strategies. Experience working with large datasets and time-series analysis. Excellent communication and collaboration skills, with the ability to work effectively in a fast-paced, team-oriented environment.

US$300000 - US$400000 per year

New York

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Futures Machine-Learning Quant Researcher

Futures Machine-Learning Quant Researcher | New York A high performing New York hedge fund is looking to add a Quant Researcher focused on Macro Futures and with applied Machine Learning experience. This is a collaborative team where you will have the opportunity to work with other industry veterans to further develop and improve your independent signals and strategies. This role requires someone with at least 2 year's experience in futures alpha research or trading and strong knowledge of machine/deep learning techniques. Qualifications: Advanced degree in Physics, Mathematics, Statistics, Computer Science or other STEM fields 2+ years of futures alpha research experience Knowledge of machine learning and deep learning techniques and their application to alpha research Responsibilities Include: Quantitative analysis using mathematical and machine learning models Application of machine learning techniques to develop state-of-the-art algorithms Designing and implementing systematic trading strategies across multiple asset classes Collaboration with other members of the team on data analysis, signal generation and portfolio construction If you meet the requirements and are interested in the position, please submit your resume today!

US$250000 - US$500000 per year

New York

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Portfolio Manager

Overview: I am working with one of the largest cryptocurrency funds in the world seeking a skilled Quantitative Portfolio Manager with expertise in market making within the cryptocurrency space. As a Portfolio Manager focused on cryptocurrency market making, you will be responsible for designing and executing trading strategies across digital assets. This role demands a deep understanding of cryptocurrency markets and exceptional quantitative skills. Responsibilities: Develop Trading Strategy: Develop and refine algorithmic trading strategies tailored to cryptocurrencies markets. Execution Management: Execute trading strategies across multiple cryptocurrency exchanges, ensuring timely and efficient execution. Quantitative Research: Actively research new trading opportunities with in cryptocurrency markets. Requirements: At least 3 years of experience trading in cryptocurrency markets. Built out strategies or the ability to build strategies across crytpo markets. At least a Masters preferred, but not required.

US$150000 - US$250000 per year + +bonus or PnL split (on target $400k+)

New York

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Futures Execution Researcher (QR)

Position Overview: A top Hedge Fund is seeking a highly skilled Futures Execution Researcher to join our team in New York. As a Futures Execution Specialist, you will play a crucial role in enhancing futures execution for our intraday global futures strategy. The ideal candidate will possess a strong background in futures execution microstructure with a minimum of five years of experience, preferably from a sell-side algorithmic trading desk or an HFT trading firm. This position is ideal for a mid-level professional who is passionate about hands-on work and is not seeking a managerial role. Key Responsibilities: Conduct research and analysis to optimize futures execution for our global strategy. Design and implement algorithms for improved futures execution efficiency. Collaborate with the trading team to assess market trends and develop innovative execution strategies. Utilize technical skills in quantitative research, particularly with KDB and Python, to drive execution improvements. Stay updated with industry trends and best practices in futures execution microstructure. Qualifications: Bachelor's or Master's degree in a quantitative discipline such as Computer Science, Mathematics, Physics, or Engineering. Minimum of five years of experience in futures execution microstructure research. Proficiency in programming languages such as Python and experience with KDB. Strong understanding of market microstructure, algorithmic trading, and execution strategies. Previous experience designing and coding algorithms at a bank, HFT firm, or buy-side institution is highly desirable. Excellent analytical skills with a keen attention to detail. Ability to work independently and collaboratively in a fast-paced environment. Additional Information: This role is based in our New York office. The team operates primarily in-office and values regular in-person collaboration. Candidates from single-stock equities execution backgrounds are also encouraged to apply. We are open to candidates with experience in listed products on exchanges. This position does not cover FX or cash bonds; instead, it focuses on listed single-name equities.

US$250000 - US$450000 per year + Performance Based Bonus

New York

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Quantitative Developer - Central Research Technology

About the Role: A renowned Hedge Fund is seeking a talented Quantitative Developer to join their Central Research Technology team. This team is at the forefront of building innovative solutions for research and live trading of quantitative strategies across various frequencies and products. This role presents a unique opportunity for career growth while contributing to the development of cutting-edge research and quant trading systems. Responsibilities: Create efficient and reusable C++ libraries focusing on macro instrument analytics (FX, Rates, Credit) for research, back-testing, and live trading purposes. Integrate analytics libraries seamlessly into the broader Python research infrastructure, enabling trading teams across the firm to leverage them in their research and trading workflows. Collaborate with Data Services to procure market data essential for real-time and historical analytics. Ensure accuracy by reconciling calculations with benchmark sources. Requirements: 1-5 years of professional experience in software engineering within a collaborative setting. Bachelor's degree or higher in computer science or a related quantitative discipline. Strong grasp of object-oriented programming, design patterns, and data structures. Experience with the software delivery lifecycle and producing high-quality code for production environments. Familiarity with instrument pricing and risk software patterns. Proficiency in C++ and familiarity with Python. Exposure to Rates and/or Credit products such as bonds and swaps. Solid quantitative and statistical skills. A team player with a strong sense of ownership and attention to detail. Quick learner who thrives in a fast-paced environment. Commitment to upholding the highest ethical standards.

US$250000 - US$450000 per year + Performance Based Bonus

New York

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Quantitative Researcher (Derivatives)

Currently we are partnered with the front office quant team of a growing Asset Management firm based just outside of Manhattan. The team is led by the two founding partners who have a combined of 25+ years of professional systematic finance experience. As a Quantitative Researcher, you will play an integral role supporting our senior management team. The researcher will participate in strategy development and design by researching and testing implementable investment strategies. Required Skills Bachelor's degree, preferably in computer science, mathematics, or other quantitative area 4 years of experience or an advanced degree in a quantitative area, preferred Strong programming experience in languages such as VBA, C++, C#, or Python Working knowledge of derivative securities Extensive experience with Excel and PowerPoint Excellent quantitative and analytical skills Strong communication and interpersonal skills Futures and options trading experience a plus

US$40000 - US$200000 per year + discretionary bonus

New York

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C++/ Java Software Engineer

Requirements: Bachelor's or Master's degree in Computer Science, Software Engineering, or a related field from a Top-25 CS program Proven experience as a Front-Office developer working on electronic trading platforms with specific exposure to SOR, DMA, Dark Pool Liquidity, and algorithmic execution. Proficiency in a wide range of web development technologies and languages, including JavaScript, React, Node.js, and Python in addition to professional experience in C++ OR JAVA Experience working at a reputable HFT/Proprietary Trading firm Responsibilities: Platform Development: Collaborate with the development team to conceive, develop, and enhance our specialized AI-driven research platform. Front-End Development: Construct and maintain user-friendly, responsive web interfaces, dashboards, and data visualization tools for quantitative analysts and traders. Back-End Development: Build robust, scalable, and high-performance server-side components supporting the trading platform's execution, data processing, and analytics. AI Integration: Contribute to the integration of AI and machine learning algorithms into the platform, providing data-driven insights and predictive analytics. Data Management: Implement solutions for efficient data storage, retrieval, and management to handle substantial volumes of financial data. Collaboration: Work closely with quantitative analysts, traders, and data engineers to understand their requirements and translate them into technical solutions.

US$200000 - US$650000 per annum + + bonus

New York

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Independent Remote Portfolio Manager

After successfully navigating a challenging 2023 a long-standing Quant Trading firm we are partnered with has received a large capital allocation to onboard, support, and scale up multiple new Portfolio Managers. The sweet spot for them is Sharpe > 3 and are highly interested in cross-asset futures, FX, and vol based strategies - though it is worth noting they are looking into other areas as well. Key Points of their setup: - Full IP Protection - Remote flexibility - Transparent cost structure - Highly competitive salary + PnL split - Open to team moves - Live track record required If you or your trading team would be interested in a conversation to learn more about this trading setup or similar please apply.

US$150000 - US$250000 per year + + PnL Split

New York

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hiring advice

The Real Alpha: Unleashing Talent in Quantitative Finance Hiring

Demand for Quantitative Analytics, Research & Trading professionals is always increasing in the financial services industry. It can be a challenge for hiring managers without the right talent partner to attract and retain the best Quants, meaning having guidance on salary and industry trends is crucial in getting the right workforce in place for the years ahead.Similarly, professionals with the right skills and expertise in Quantitative Analytics, Research & Trading can find themselves in a position of too much choice, with a wide range of attractive opportunities all vying for them, meaning many professionals are curious about whether their salaries and bonuses match their peers.Discover talent challenges and opportunities across Quantitative Analytics, Research & Trading, which includes insights on: A comprehensive overview of the Quants space Strategies for successful hiring of QuantsSalary overviews for the US, Europe, and APACA bonus chapter on women in Quants Key takeaways for those hiring and professionals considering their next move Download ‘The Real Alpha’ now.

career advice

Quantitative Analytics Salary Guide Europe 2023

In Europe’s financial services sector, there’s a consistent demand for professionals in Quantitative Analytics, Research & Trading. Requirements for professionals across front and back office, covering the entire lifecycle from coding and validation to derivative pricing and automating functions, is astronomically high.Having guidance on salary and industry trends is crucial for hiring managers and professionals alike. Our latest salary guide offers in-depth information on compensation, broken down by job roles and experience levels. Don’t miss these essential insights - download your copy of the Selby Jennings Quantitative Analytics Salary Guide Europe 2023 here:

Quantitative Research & Trading

Selby Jennings: A Specialist Quantitative Research & Trading recruiter in Germany