Macro Platform Engineer
A top Multi-Strategy Hedge Fund in New York is looking to hire a Python Engineer to their Trading Data Team. The fund manages more than $15B in total assets under management, and runs fundamental and discretionary Equity and Global Macro strategies. The fund is known for their strong historical performance, internal investments into technology and innovation, and positive, employee-focused work culture. The individual will be a key engineer in building out a state of the art platform that data scientists, quant researchers, and investment teams can leverage to source macro trading investment data. The role will be quite hands on and will involve significant interaction working with the front office. The ideal candidate will have 5-10 years of experience, strong technical skills with Python and AWS, and experience working with front office trading or investment teams. Responsibilities: Work closely with the broader engineering team to build and scale a high quality investment data platform Develop solutions that leverage cloud-based data and distributed computing technologies Develop an understanding of data requirements and utilization for systematic investing to help with design decisions Consult with portfolio management teams to understand their infrastructure and tech requirements Help drive the fund's cloud strategy and approach Create high performance solutions to loading/serving large amounts of investment data Qualifications: 5+ years of experience in Software Engineering Computer Science Degree Excellent coding skills in Python Strong knowledge of cloud and working experience with AWS Experience working closing with investment/trading teams A passion for data and creating high quality data products
ยฃ200000 - ยฃ250000 per year
New York
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Data Scientist
Selby Jennings is working with a leading Market Maker who wants the top 1% of engineering talent in the space. They are seeking strong Data Scientists and/or Machine Learning Engineers to join their Data Strategies Group. This group is responsible for applying mathematical and statistical models to the financial markets, combining rigorous research and advanced technology to systematically identify and execute on investment opportunities. They use world class analytics to track and predict the financial and economic performance. Their success relies on applying the best minds and techniques to unique and unmined datasets more quickly and more intelligently than the competition. Team consists of a diverse group of extremely talented individuals with PhDs in computer science, economics, engineering, and math, and with prior work experience in tech startups, investment banks, management consultancies, national laboratories, and academia. They rely on close collaboration with portfolio managers and analysts to ensure that the forecasts we deliver generate alpha for their investors. The Role Apply statistical and predictive modeling techniques to analyze large data sets Analyze new data sets and determine statistical relevance to financial metrics Produce forecasts that can be applied to quantitative and discretionary investment strategies Role Requirements: PhD degree in Computer Science, Engineering, Physics, Mathematics, Statistics or Econometrics. Excellent communication skills and the ability to work in a team environment Demonstrated ability to conduct independent research utilizing large data sets Programming experience in any of the following: Python, SQL, R, MATLAB, C++, Java, C#, Perl Understanding of financial markets and alternative data Accountabilities: Genuinely interested in understanding what factors drive a company's financial performance and how these factors are priced in financial markets Programming experience Detail oriented Ability to digest and synthesize large and unstructured data sets Organized and able to present ideas Can independently develop and test ideas related to alpha generation Strong work ethic Assertive yet willing to work within a team and take on any task Creative, strong work ethic and works efficiently Professional demeanor Able to present, communicate, and is approachable to team members and management Has self-reliance and uses good common sense Is able to build strong company relationships and build out network with peers and sell side analysts
Negotiable
New York
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Commodity Quant Analyst
A $25bbn+ Commodity Trading Firm in the NYC area is looking for a Commodity Quant Analyst to assist their power and gas trading teams. The firm has cemented themselves as one of the largest and most successful commodity trading funds over the last 10+ years and are looking to further increase heacount in their quant business in order to spearhead new initiatives. The firm is committed to further embedding advanced data science and machine learning methods that will provide a competitive edge to their strategies and are actively seeking someone who can provide novel approaches in order for them to actualize these projects. The fund offers incredible growth potential for the people within their business, autonomy to explore new technologies that can further drive performance of strategies and a flat structure that encourages collaboration across multiple teams within the firm. The ideal candidate will have: 2+ years experience working as a Data Scientist, Quant Analyst, Quant Developer and/or Quant Researcher in the commodities space Previous experience in power/gas is not a must but interest in these markets is necessary Advanced Python skillset Experience working with various data science/ml methods (leveraging ML on financial data is a big plus) Advanced STEM degree Strong communication skills/desire to work in a team environment
US$200000 - US$400000 per year
New York
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Quantitative Developer (Global Hedgefund)
Job Title: Quantitative Developer Top Global Systematic Quant Fund Job Title: Quantitative Developer - Top Global Systematic Quant Fund Location: Hong Kong Company Overview: My client are a leading global systematic quant fund, known for our exceptional growth and competitive position in the finance industry. With a strong track record of success, we employ cutting-edge technologies and employ a highly skilled team to drive our investment strategies. We are currently seeking a talented Quantitative Developer to join our Hong Kong office and contribute to our continued growth and success. Position Summary: As a Quantitative Developer, you will play a pivotal role in developing and maintaining the trading technological infrastructure that supports their quantitative investment strategies. You will work closely with our portfolio managers, researchers, and fellow developers to design, implement, and optimise high-performance trading systems. The role offers an exciting opportunity to leverage your expertise in Python, C#, or C++ programming languages while engaging in complex problem-solving within the quantitative finance domain. Responsibilities: Collaborate with portfolio managers and researchers to understand and translate their quantitative strategies into efficient software solutions. Design, develop, and maintain robust, scalable, and high-performance trading systems and infrastructure. Implement and enhance trading algorithms, risk management tools, and data analysis frameworks. Optimize code and algorithms to ensure maximum performance and efficiency. Conduct thorough testing and debugging to ensure the reliability and accuracy of developed software. Stay up-to-date with the latest industry trends and advancements in quantitative finance, technology, and programming languages. Collaborate with cross-functional teams to drive innovation and continuous improvement in trading systems. Qualifications: Bachelor's, Master's, or Ph.D. degree in Computer Science, Mathematics, Engineering, or a related field. Strong programming skills in Python, C#, or C++. Proficiency in multiple languages is a plus. Solid understanding of data structures, algorithms, and object-oriented design principles. Knowledge and interest in quantitative finance, statistical analysis, and machine learning. Experience with distributed computing, parallel processing, and high-frequency trading systems is desirable. Familiarity with financial data sources, such as Bloomberg, Reuters, or other market data providers. Excellent problem-solving skills and the ability to work collaboratively in a fast-paced and dynamic environment. Strong communication skills, with the ability to effectively present complex technical concepts to non-technical stakeholders. Why Join Us: Join a top global systematic quant fund with a proven track record of success and strong growth. Work alongside a talented team of experienced professionals in a collaborative and intellectually stimulating environment. Gain exposure to cutting-edge technologies and quantitative finance strategies. Enjoy a competitive compensation package with excellent benefits. Take advantage of ongoing professional development opportunities and career advancement potential. Experience the vibrant and dynamic city of Hong Kong, known for its rich cultural heritage and thriving finance industry. Application Process: To apply for the role of Quantitative Developer, please submit your resume below. Successful candidates will be contacted for further interviews. We appreciate all applications, but only candidates selected for an interview will be contacted. Thank you for your interest in joining their team.
Negotiable
Hong Kong
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Quantitative Trader/Researcher
Join a globally recognized high-frequency trading (HFT) firm that specializes in cash equities and futures. Our client is renowned for its cutting-edge technology and unparalleled expertise in navigating the fast-paced world of financial markets. NYC, CHI, CA, or Remote Position Overview: We are currently seeking exceptional Quantitative Traders and Researchers to join our client's HFT team. In this role, you will have the opportunity to work with some of the brightest minds in the industry and contribute to the development and implementation of innovative trading strategies focused on cash equities and futures markets. This is a unique opportunity for individuals who thrive in a dynamic environment and are driven to push the boundaries of what's possible in high-frequency trading. **Key Responsibilities:** Collaborate with research teams to develop and optimize high-frequency trading strategies tailored to cash equities and futures markets. Utilize advanced quantitative techniques and mathematical modeling to analyze market data and identify profitable trading opportunities. Implement and maintain trading algorithms within a high-performance computing environment, ensuring optimal execution and risk management. Monitor market conditions and algorithm performance in real-time, making adjustments as needed to adapt to changing market dynamics. Stay abreast of industry trends, regulatory developments, and technological advancements to enhance trading strategies and maintain a competitive edge. What you will do: Improve current and create new fully systematic futures strategies Deploy, run, and manage strategies + performance Work with development team to optimize strategies and tools Collaborate with other traders and researchers to maximize the platforms reach and returns Who you are: 3+ years in the prop trading space (ideally within futures) Experience putting on and managing risk Strong programming ability in Python (C++ is a plus)
US$200000 - US$700000 per year
New York
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Power Trading Analytics Quant Modeler
A major renewable energy company is looking for front office quant talent to work as a manager in their Power Trading business. The position sits in the companies trading arm. They own and operate renewable energy infrastructure, have a large portfolio of 350+ projects across the US with ~10 GW of gross operating capacity. This position will be a hands-on quantitative model development role but sits on the trade floor and you will work directly with energy traders. About: We're working with a major renewable energy company looking for strong front office quant talent to work as a manager in their Power Trading business. The company has an asset management arm, power generation arm, and a trading arm where this position sits. They own and operate renewable energy infrastructure, have a large portfolio of 350+ projects across the US with ~10 GW of gross operating capacity. This position will be a hands-on quantitative model development role but sits on the trade floor and you will work directly with energy traders. The Job: As the company expands their trading business, they need a strong front office quant talent to focus on building quant analytics for traders across CAISO, ERCOT, PJM, and other ISOs. The focus of the role is to build analytic tools and models used by traders and help guide on hedging targets. You will cover Energy Market Strategy , Risk and Quantitative Analysis, and Reporting with senior management. In this role you will: Develop gross margin at risk (GMaR) models, guide hedging and risk strategies. (Python, R) Create risk limits and maintain metrics for REC prices, congestion, and cross-market correlations. Work with the trading team to guide on performance bench marking, establish risk limits Create and implement optimization techniques to drive hedging strategy (DART, CRR/FTR/PPA's) Develop transmission hedging strategies, gas trading strategies Work with senior executives on hedging and risk framework for renewable and conventional assets Requirements Masters or PhD in Engineering, Math, Econ, or other Quant Discipline Experience developing (from scratch) VaR or GMaR models in the energy space - MUST BE in Python or R Minimum 5 years' experience working in a quantitative role within the energy industry Knowledge of US electricity markets and power systems, direct experience in a minimum of 1 ISO Market SQL, data mining experience Experience valuing and transacting transmission hedging
US$160000 - US$180000 per year + 22.5% Bonus
United States of America
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PhD Quantitative Strategist
Currently we are partnered with a tenured Portfolio Manager who has recently joined a globally leading multi-manager platform. The team trades systematic cash equities and is looking for an impressive PhD candidate to join their growing team to conduct research in the cash equity space. This position will work directly with the PM, who has a track record of 10+ years, of successful trading and management experience at elite NYC based hedge funds. Requirements PhD in STEM field from top 1% university (Math, Physics, Computer Science, etc.) Summer/winter internship experience in a financial or tech setting Strong track record of academic success and publication background Preferably knowledge of AI and ML techniques Coding proficiency in Python, C++, or another compiled language
US$200000 - US$400000 per year
New York
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Portfolio Construction Quantitative Analyst
Title: Portfolio Construction Quantitative Associate Salary: $300,000 A top leading global asset management firm is looking bring on an Associate focusing on credit & fixed income to join their Portfolio Construction team. Great opportunity to work closely in a collaborative environment that allows the individual to gain visibility and communication with group leads within the business. The ideal candidate will have their voice heard as they will provide asset allocation and suggestions to drive alpha. An amazing opportunity to work on a top leading global team that provides creativity and entrepreneurship. Qualifications: Advanced degree in a quantitative field 1-3 years in a quantitative investment role focusing on portfolio construction Experience maintaining and improving quantitative models and strategies to the investment & risk management process Proficiency in Python Knowledge of risk systems is a plus (MSCI RiskMetrics, Barra, Bloomberg PORT, Factset) Great communication skills Responsibilities: Research and develop portfolio construction recommendations for clients Develop and maintain proprietary models Present and communicate with PM & investment teams within the larger firm Utilize data sets and analytics from the larger organization for risk exposures Strategize and develop new modelling methodologies and implement into the firms proprietary framework
US$200000 - US$300000 per year
New York
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Counterparty Quant
An investment bank in NYC is looking to add a strong quantitative talent within their Risk Analytics Group. The group is focused on developing counterparty credit analytics across product lines for the US operations. They work on full cycle model development from design to implementation. This hire will be expected to be hands in with building tools and analytics focused on counterparty credit risk models. You will also work on improving analytics to enhance their existing counterparty credit risk model infrastructure, and advise on any changes to new counterparty risk models at the firm. You will lead all risk analytics and initiatives for counterparty credit risk models, specifically working in EPE and PFE models, covering Interest Rates, FX, Equities, Credit, XVA, SA-CCR Responsibilities: Develop risk analytics for counterparty credit risk exposure models Enhance existing counterparty credit risk model infrastructure across asset classes Quant research in support/implementation of model changes, enhancements, and remediation plans Work with model development stakeholders across product lines Build analytical tools that will enhance and improve counterparty exposure analysis Improve and update stress testing framework and analyze the results for remediation Design remediation plans for inefficient or incorrect counterparty credit risk models Act as an SME for regulators Qualifications: 3-5 years in quant modeling for counterparty credit risk analytics In-depth understanding of counterparty exposure, valuation adjustments (XVA), Basel 3 creditcapital models. Exposure to market risk models Stochastic calculus background, pricing, and risk models for derivatives Derivatives knowledge for fixed income, equity, credit Monte Carlo Python, Excel, Murex is a plus Communication skills to speak with managers with non-quant background
US$150000 - US$180000 per year
New York
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