Manager of DR
The Head of Business Continuity develops and manages the firm's business continuity and disaster recovery work, ensuring resilience against disruptions. Key Responsibilities: Develop and maintain the Business Continuity Management (BCM) framework and policies. Conduct business impact analysis (BIA) and risk assessments to identify critical functions and threats. Oversee disaster recovery (DR) strategy and incident response coordination. Ensure compliance with regulatory requirements (e.g., SEC, FCA, ISO 22301). Lead business continuity testing and training programs. Collaborate with internal teams and third-party vendors on continuity planning. Provide reporting and updates to senior management and the board. Qualifications & Experience: Bachelor's degree in Business, Risk Management, or a related field. Master's preferred. 10+ years of experience in business continuity, disaster recovery, or risk management in financial services. Certifications such as CBCP, MBCI, CRISC, or CISM preferred. Strong understanding of financial industry regulations and crisis management. Previous experience leading a team Excellent leadership, communication, and project management skills.
Up to US$200000 per annum
Austin
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Resilliency and Recovery Manager
Location: Austin, TX, Hybrid in office 3 days per week Salary: $130,000-175,000 plus annual performance bonus A global asset management firm is seeking a Recovery and Resiliency Manager with a strong engineering background to ensure the robustness and continuity of their critical systems and operations. Key Responsibilities: Design and implement recovery and resiliency strategies for IT systems and business operations. Lead disaster recovery (DR) planning, testing, and execution to minimize downtime and data loss. Collaborate with engineering teams to build resilient system architectures. Conduct risk assessments and gap analyses to identify vulnerabilities and areas for improvement. Develop and maintain business continuity plans and documentation. Ensure compliance with regulatory and industry standards for recovery and resiliency. Qualifications: Strong background in systems engineering, infrastructure, or software development. Experience designing and implementing DR solutions and resilient systems. Proficiency in modern engineering tools and cloud-based architectures. Knowledge of risk management frameworks and industry best practices. Bachelor's degree in Engineering, Computer Science, or a related field (or equivalent experience).
US$130000 - US$175000 per annum
Austin
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Principal Quant Developer
Overview: We are seeking a highly skilled Principal Quantitative Developer to join our Boston-based team at a leading global asset management firm. This individual will play a critical role in designing, developing, and optimizing quantitative investment models and strategies while driving the evolution of our quantitative research and development infrastructure. Key Responsibilities: Quantitative Development: Build, enhance, and maintain scalable, high-performance quantitative research and trading platforms. Implement sophisticated quantitative models and strategies using advanced programming and computational techniques. Optimize existing systems for efficiency, scalability, and accuracy. Collaboration with Investment Teams: Work closely with portfolio managers, researchers, and data scientists to translate research ideas into production-level code. Partner with investment professionals to identify opportunities for alpha generation and risk mitigation. Data Analysis and Infrastructure: Develop and manage tools for processing, analyzing, and visualizing large-scale datasets. Oversee the integration of alternative and traditional datasets into investment workflows. Contribute to the design and execution of data pipelines and storage solutions. Leadership and Innovation: Lead technical teams in project execution, ensuring timely delivery and adherence to best practices. Stay abreast of emerging technologies and trends in quantitative finance, recommending and implementing innovative solutions. Mentor junior developers and contribute to the broader knowledge base of the team. Qualifications: Technical Skills: Advanced proficiency in programming languages such as Python, C++, Java, or Scala. Strong background in distributed computing, cloud infrastructure (e.g., AWS, Azure), and database technologies (SQL/NoSQL). Expertise in quantitative finance, including statistical modeling, optimization, and machine learning techniques. Experience: 7+ years of experience in quantitative development within the financial industry. Proven track record of implementing production-quality systems for trading, portfolio management, or risk analytics. Experience with modern DevOps tools and practices (e.g., Docker, Kubernetes, CI/CD pipelines) is highly desirable. Education: Bachelor's, Master's, or Ph.D. in Computer Science, Mathematics, Physics, Engineering, or a related field. Additional qualifications in finance or data science are a plus.
Negotiable
Boston
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Quant Researcher
About the Role: A leading hedge fund in Boston is seeking a talented Quantitative Researcher to join its systematic trading and investment team. This individual will work closely with portfolio managers, data scientists, and engineers to develop and refine predictive models, optimize trading strategies, and extract insights from large datasets. The ideal candidate has a strong quantitative background, hands-on experience with Python and SQL, and a passion for financial markets. Key Responsibilities: Develop, test, and implement quantitative models for trading strategies and risk management. Analyze large financial datasets to uncover alpha-generating insights. Build and maintain research infrastructure for backtesting and portfolio optimization. Collaborate with portfolio managers and traders to enhance systematic strategies. Optimize data pipelines and improve data quality for research and production. Stay up to date with market trends, academic research, and advancements in quantitative finance. Required Qualifications: Advanced degree (M.S. or Ph.D.) in a quantitative field such as Mathematics, Statistics, Computer Science, Finance, or a related discipline. Strong programming skills in Python (NumPy, Pandas, SciPy, scikit-learn). Proficiency in SQL for data extraction, manipulation, and analysis. Experience with financial data (market data, alternative data, or economic indicators). Knowledge of time-series analysis, machine learning, and statistical modeling techniques. Strong problem-solving skills and ability to work in a fast-paced environment. Preferred Qualifications: Experience with distributed computing (Spark, Dask) or cloud-based data processing. Familiarity with portfolio construction, factor modeling, or risk management. Exposure to execution algorithms and market microstructure analysis.
Negotiable
Boston
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Quant Researcher
About the Role: A leading hedge fund in Boston is seeking a talented Quantitative Researcher to join its systematic trading and investment team. This individual will work closely with portfolio managers, data scientists, and engineers to develop and refine predictive models, optimize trading strategies, and extract insights from large datasets. The ideal candidate has a strong quantitative background, hands-on experience with Python and SQL, and a passion for financial markets. Key Responsibilities: Develop, test, and implement quantitative models for trading strategies and risk management. Analyze large financial datasets to uncover alpha-generating insights. Build and maintain research infrastructure for backtesting and portfolio optimization. Collaborate with portfolio managers and traders to enhance systematic strategies. Optimize data pipelines and improve data quality for research and production. Stay up to date with market trends, academic research, and advancements in quantitative finance. Required Qualifications: Advanced degree (M.S. or Ph.D.) in a quantitative field such as Mathematics, Statistics, Computer Science, Finance, or a related discipline. Strong programming skills in Python (NumPy, Pandas, SciPy, scikit-learn). Proficiency in SQL for data extraction, manipulation, and analysis. Experience with financial data (market data, alternative data, or economic indicators). Knowledge of time-series analysis, machine learning, and statistical modeling techniques. Strong problem-solving skills and ability to work in a fast-paced environment. Preferred Qualifications: Experience with distributed computing (Spark, Dask) or cloud-based data processing. Familiarity with portfolio construction, factor modeling, or risk management. Exposure to execution algorithms and market microstructure analysis.
Negotiable
Boston
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Risk Developer
About the Role: A premier asset management firm in Boston is seeking a Risk Developer (C#) to join its Risk Technology team. This individual will play a critical role in developing and enhancing risk management systems that support portfolio analytics, stress testing, and real-time risk monitoring. The ideal candidate has strong C# development skills, experience working with financial data, and a deep understanding of risk management concepts. Key Responsibilities: Design, develop, and optimize risk management applications using C#/.NET. Enhance and maintain risk analytics platforms for portfolio managers and risk teams. Work closely with quantitative analysts and risk managers to implement models for stress testing, VaR, and scenario analysis. Improve data processing pipelines, integrating real-time and historical market data. Ensure scalability and performance of risk systems through optimized architecture and efficient code. Collaborate with IT infrastructure teams to deploy and maintain production systems. Required Qualifications: 3+ years of experience developing applications in C#/.NET within financial services. Strong knowledge of SQL and experience working with large financial datasets. Familiarity with risk management concepts (market risk, credit risk, liquidity risk, VaR, etc.). Experience with multi-threading, distributed systems, and performance optimization. Strong problem-solving skills and ability to work in a fast-paced environment. Preferred Qualifications: Exposure to cloud-based architectures (Azure, AWS) and containerization (Docker, Kubernetes). Experience with Python for data analysis and scripting. Knowledge of fixed income, equities, or derivatives risk modeling. Familiarity with financial libraries such as QuantLib or experience integrating third-party risk systems.
Negotiable
Boston
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Jr. Quant Developer
Job Description: We are seeking a highly skilled and motivated Quantitative Developer to join our elite team. The ideal candidate will be responsible for designing, developing, and implementing quantitative models and strategies that enhance our trading systems. You will work closely with quantitative analysts, traders, and other developers to create robust and efficient solutions in a fast-paced, data-driven environment. Key Responsibilities: Develop, implement, and maintain quantitative models and algorithms for trading strategies. Collaborate with quantitative researchers to translate mathematical models into code. Optimize and enhance existing trading systems to improve performance and reliability. Conduct rigorous back-testing and simulation of trading strategies to validate effectiveness. Integrate and manage large data sets from diverse sources to support quantitative analysis. Work closely with traders to understand requirements and provide technical solutions. Ensure code quality and maintainability through best practices in software development. Stay up-to-date with the latest advancements in quantitative finance and technology. Qualifications: Bachelor's, Master's, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related field. Strong programming skills in languages such as Python, C++, Java, or similar. Solid understanding of algorithms, data structures, and object-oriented programming. Experience with quantitative modeling, statistical analysis, and machine learning techniques. Proficiency in working with large data sets and databases (SQL, NoSQL). Knowledge of financial markets, trading systems, and electronic trading. Excellent problem-solving skills and the ability to work under pressure. Strong communication skills and the ability to work effectively in a team-oriented environment. Preferred Qualifications: Experience in a similar role within a hedge fund, investment bank, or financial services firm. Familiarity with high-frequency trading (HFT) and low-latency systems. Knowledge of risk management and portfolio optimization techniques. Experience with cloud computing platforms (AWS, GCP, Azure). Contributions to open-source projects or publications in relevant fields.
Negotiable
Boston
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Senior Software Engineer - Full Stack
Company Overview: Join a leading financial technology firm at the forefront of innovation in the financial services industry. Our company leverages state-of-the-art technology to deliver robust, scalable, and secure solutions that empower clients and redefine industry standards. Position Summary: We are seeking a talented Senior Software Engineer to design, develop, and maintain advanced software systems that power our financial platforms. The ideal candidate will have extensive experience in Python, React, AWS, and Terraform, with a proven track record of delivering scalable and high-quality solutions. This is an exciting opportunity to contribute to transformative projects and work in a dynamic, collaborative environment. Key Responsibilities: Design, develop, and maintain scalable web applications and APIs using Python and React. Build and optimize cloud-native solutions using AWS services such as Lambda, S3, RDS, and EC2. Develop infrastructure as code using Terraform to streamline deployment processes. Collaborate with product managers, designers, and other engineers to translate business requirements into technical solutions. Write clean, maintainable, and testable code following best practices and coding standards. Implement monitoring, logging, and alerting solutions to ensure system reliability and performance. Lead technical discussions, mentor junior engineers, and contribute to the overall technical strategy. Stay updated with emerging technologies and advocate for their adoption where appropriate. Qualifications: Bachelor's or Master's degree in Computer Science, Engineering, or a related field. 5+ years of experience in software development with a strong focus on Python and JavaScript (React). Extensive experience with AWS services, including Lambda, S3, RDS, and DynamoDB. Proficiency in using Terraform to manage infrastructure as code. Strong knowledge of modern software design patterns, microservices architecture, and RESTful APIs. Solid understanding of front-end development using React, Redux, or similar frameworks. Experience with CI/CD pipelines and DevOps practices. Excellent problem-solving and debugging skills. Strong communication and collaboration skills to work effectively in a cross-functional team. Preferred Skills: Experience with containerization technologies like Docker and orchestration tools like Kubernetes. Knowledge of financial systems or prior experience in the fintech industry. Familiarity with real-time data processing and analytics. Understanding of security best practices for cloud-based applications.
Negotiable
Boston
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HPC Simulation Engineer
About Us: Join a leading hedge fund at the forefront of quantitative finance, where cutting-edge technology and advanced analytics drive innovative trading strategies. We are seeking an HPC Simulation Engineer to design, develop, and optimize simulation frameworks and distributed systems. This hands-on role provides an opportunity to leverage the full scientific stack in Python while contributing to high-performance computing solutions in a collaborative, fast-paced environment. Key Responsibilities: Simulation Development: Design and implement advanced simulation frameworks tailored to complex financial modeling and algorithmic strategies. Develop robust, scalable, and efficient codebases using Python and its scientific ecosystem (NumPy, SciPy, pandas, etc.). Optimize performance-critical components for large-scale computations. Distributed Systems: Build and maintain distributed computing systems to handle large-scale simulations. Leverage tools such as MPI, Dask, and Ray to implement parallelized workflows. Collaborate with infrastructure teams to ensure high availability and low-latency performance. Collaboration: Work closely with quantitative researchers, data scientists, and other engineers to translate requirements into actionable development goals. Participate in cross-functional code reviews and architectural discussions to drive best practices. Contribute to the development of reusable libraries and tools that enhance productivity. Innovation and Strategy: Stay updated on advancements in high-performance computing, distributed systems, and financial simulations. Identify opportunities for process and technology improvements to enhance system capabilities. Participate in defining long-term strategies for simulation platforms and related infrastructure. Required Qualifications: Bachelor's or Master's degree in Computer Science, Computational Physics, Applied Mathematics, or a related field. 5+ years of experience in high-performance computing, distributed systems, or simulation engineering. Strong proficiency in Python, including the full scientific stack (NumPy, SciPy, pandas, matplotlib, etc.). Hands-on experience with distributed computing frameworks such as MPI, Dask, or Ray. Proven ability to design and optimize algorithms for performance and scalability. Familiarity with Linux environments and shell scripting. Preferred Qualifications: Experience in financial modeling, quantitative research, or algorithmic trading. Background in GPU programming (CUDA) or hardware acceleration techniques. Knowledge of database systems, particularly time-series databases. Soft Skills: Strong problem-solving abilities and analytical thinking. Clear and concise communication skills, both written and verbal. A collaborative mindset with the ability to work effectively in a multidisciplinary team. Why Join Us? Work on challenging problems with a team of world-class professionals. Engage in a culture of innovation and excellence, where your contributions directly impact performance. Competitive compensation and benefits package, including ongoing professional development. Be part of a prestigious firm driving the future of quantitative finance.
Negotiable
Boston
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Principal Software Engineer - C#, React, AWS
Company Overview: Join a leading asset management firm renowned for its innovation and excellence. As part of the Business and Client Technologies team, you'll play a critical role in developing cutting-edge solutions that enhance operations across Marketing, Funds, Client Management, and HR functions. Role Summary: We are seeking a highly motivated and skilled Principal Software Engineer to lead our efforts in crafting innovative, cloud-based business applications. This role demands a leader who thrives on solving complex challenges, excels in teamwork, and has a passion for leveraging technology to drive impactful outcomes. Key Responsibilities: Lead the design and implementation of cloud-native architectures and solutions ensuring optimal performance and seamless integration. Partner strategically with business stakeholders and technology experts to inform decisions and develop tailored solutions. Enhance user experience and drive business growth through innovative updates to existing platforms. Implement automated workflows for software development, testing, and deployment. Collaborate in Agile development methodologies, ensuring alignment with cross-functional team goals. Advocate for industry-leading standards, emphasizing continuous delivery, DevOps principles, and test automation. Provide production support, addressing incidents efficiently. Serve as a team leader, mentoring junior engineers and fostering a culture of excellence. Qualifications: Bachelor's degree in Computer Science, Software Engineering, or a related field. Expertise in C# and .NET, with a robust understanding of their ecosystems. Demonstrated ability in software architecture, design patterns, and large-scale system development. Strong knowledge of cloud platforms, particularly AWS, and containerization tools like Docker and Kubernetes. Proficiency in ASP.NET Core Web APIs, Entity Framework, and front-end frameworks like Angular or React. Experience with relational databases such as SQL Server, PostgreSQL, or MySQL. Skilled in version control with Git and building CI/CD pipelines using Azure/AWS DevOps, GitLab, or GitHub. Exceptional interpersonal, analytical, and problem-solving skills.
Negotiable
Boston
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Business Resiliency Analyst
Selby Jennings has partnered with Boston's leading Investment and PE firm on a confidential search for a new Business Resiliency Analyst to join their IT team and Cloud Infrastructure team. Qualifications: Bachelor's degree in IT 2-3 YOE in IT Experience in disaster recovery and/or business continuity preferred Proven ability to be self-starter with analytical ability, judgment and problem analysis techniques Strong written and verbal communication skills Ability to influence others effectively Proven ability in developing relationships with stakeholders, communicating project/program status, and understanding detailed business and technical requirements Proven project management skills: well organized, attention to detail, thoroughness and able to meet deadlines Responsibilities: Maintain the Disaster Recovery & Business Continuity Program, including planning, validation exercises, and business impact analysis Respond to IT-related Due Diligence requests Oversee and update Business Impact Analysis and Business Continuity Plans. Gather, analyze, and document business requirements with internal stakeholders. Prioritize critical systems and initiatives with senior management and business units. Plan and coordinate Disaster Recovery exercises with business and third-party providers. Execute recovery exercises and validate business continuity regularly. Develop training materials and awareness documentation. Create reports on the status of the disaster recovery and business continuity program. Collaborate with third-party vendors, technology staff, and business counterparts. Co-manage the Emergency Notification System
Up to US$90000 per year + Bonus, Profit Sharing
Boston
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