Quantitative Research & Trading

Quantitative Research & Trading

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

Selby Jennings is a leading specialist talent partner for banking and financial 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.

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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.

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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

Head of Quantitative Research & Strategies

A high performing trading firm is looking to expand their team into US markets. They are a mid to high frequency shop that currently trades overseas ETFs, Options, Futures, Equities, Derivatives, and Crypto. They are looking for someone that could function as a standalone Portfolio Manager and assist on a US buildout including managing a future team. There is a strong emphasis on a Quantitative Research skillset. Responsibilities: Build and develop strategies across multiple asset classes. Utilize existing infrastructure to improve and optimize in house strategies. Operate strategies across emerging markets (APAC and South American markets) while also working to establish new trading opportunities in US markets. Build team in efforts for US expansion and function as a team lead. Requirements: 6+ years experience functioning as a Quantitative Trader. 2+ years experience functioning as a team lead or Portfolio Manager. Must have experience in building your own market making strategies. Experience in trading Options. Must be able to buildout strategies and provide business plan to deploy strategies while helping oversee offshore technical team to buildout new infrastructure as needed. Benefits: Completely remote, possibility for future office space as needed Competitive Compensation and Benefits Excellent opportunities for growth

US$150000 - US$300000 per year + Discretionary Bonus or Profit Split
United States Virgin Island
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Quantitative Researcher (Options desk)

About Us: A leading prop trading firm known for its innovative investment strategies and commitment to delivering superior returns. They specialize in futures and options trading and are currently seeking a highly skilled and motivated Quantitative Researcher to join their dynamic team. Job Description: Utilize sophisticated statistical techniques for the creation of models employed in forecasting, selecting strategies, and constructing portfolios. Apply quantitative approaches within the realm of financial engineering to craft algorithmic solutions, perform complex data modeling, and create visualizations. Employ machine learning expertise to refine and adjust algorithms for optimal data processing. Key Responsibilities: Quantitative Research: Conduct in-depth quantitative research to identify trading opportunities in futures and options markets. Develop, test, and refine trading models and strategies. Data Analysis: Collect and analyze market data, historical prices, and relevant economic indicators to inform trading decisions. Model Development: The quantitative researcher will build and maintain sophisticated mathematical and statistical models to predict market movements and optimize trading strategies. Risk Management: Implement risk management techniques to control exposure and ensure portfolio stability. Collaboration: Collaborate with portfolio managers, traders, and other team members to refine trading strategies and enhance performance. Monitoring and Reporting: Continuously monitor the performance of trading strategies and provide regular reports to senior management. Research Innovation: Stay up-to-date with the latest developments in quantitative research and trading technology, and integrate new insights and tools into our strategies. Qualifications: Ph.D. in a quantitative discipline such as mathematics, statistics, finance, physics, or related field preferred. Strong expertise in quantitative research, statistical analysis, and mathematical modeling. Proven experience in futures and options trading strategies. Proficiency in programming languages such as Python, or C++. Knowledge of financial instruments, derivatives, and risk management. Excellent problem-solving skills and a detail-oriented mindset. Strong communication skills and the ability to work effectively in a team. Self-motivated and able to work in a fast-paced, dynamic environment. Previous experience within equities or commodities working on options strategies. Benefits: Competitive salary and performance-based bonuses. Health, dental, and retirement benefits. Opportunities for professional development and training. A collaborative and intellectually stimulating work environment. Exposure to cutting-edge quantitative research and trading strategies.

US$150000 - US$250000 per year + Performance Based Bonus
New York
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DevOps Engineer - Trading Platform

Responsibilities: Develop, manage, and scale the AWS infrastructure to ensure optimal performance and security for our production trading infrastructure. Collaborate with the development team to streamline software delivery, enabling continuous integration and deployment. Automate processes using Python, enhancing efficiency and reducing manual efforts. Requirements: Proven experience as a DevOps Engineer in a similar role. Strong knowledge of AWS cloud services. Proficiency in Python scripting and automation. Experience in managing Linux based infrastructure. Familiarity with databases (SQL & NoSQL), web servers (Apache, Nginx). Knowledge of implementing robust security measures. Why join? Be part of the exciting world of cryptocurrency trading within the stability of a well-established hedge fund. Work with a team of dedicated professionals in a supportive and collaborative environment. Competitive salary package and growth opportunities. If you're passionate about cryptocurrency, eager to solve complex problems, and have a deep understanding of DevOps methodologies, I'd love to hear from you!

Negotiable
Zug
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Macro Quantitative Engineer

I am currently working with a $40BN AUM Hedge Fund in New York that is currently looking to expand one of its systematic Macro trading teams by bringing on an experienced Quantitative Developer/Engineer under a new PM that has recently joined the business. They are looking for exceptionally strong developers to work on time-series analysis of large economic and financial data sets as to collaborate with the team on projects regarding execution, data visualization, and tool development. This individual will also assist with managing the macro databases for the team and look to further on-board and integrate new data sources for the team to utilize. Python and SQL fluency are a must, and any experience working in a systematic macro trading environment is a plus. This is a great opportunity to join a new Macro team within an established buyside firm with the opportunity to grow into a research seat as the team continues to build itself up! Key Responsibilities: Manage and maintain economic and financial macro databases and pipelines for the team within SQL Partner with other data teams to identify and onboard new datasets for the team to utilize Collaborate with the researchers and traders directly on projects involving time-series data analysis of large financial datasets, data visualization, trading execution, and developing tools within Python for the team to utilize Key Qualifications: 3+ years of experience within a Data Engineering or Quantitative Development seat working with time-series, economic, and financial databases Demonstrate expert knowledge of Python and SQL programming for tool development and data analysis. Any experience within Git, Jenkins, or Airflow is a plus Experience working within a systematic trading environment within the Macro space is a plus.

US$300000 - US$400000 per year
New York
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Junior HFT

We have a current opportunity for a proprietary trading frim on a permanent basis. The position will be based in Shanghai, but have the opportunity to relocate to the U.S. office as well. For further information about this position please apply. Responsibilities develop and optimise machine learning model perform statistical analysis of full cycle trading work closely with PM on strategy conduction Qualifications gained masters or above degree from top universities in mathematical major previous intern or full time working experiences in quantitative finance

Negotiable
Shanghai
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Quantitative Researcher - Macro

Title: Quantitative Researcher - Macro Salary: $200k base + discretionary bonus Qualifications: A minimum of a bachelor's degree in a quantitative field. !-3 years of relevant experience, preferably including exposure to quantitative development or research within the macro space. Strong quantitative, data-handling, and analytical skillset. Experience with handling and cleaning data and statistical analysis. Knowledge of quantitative investing principles, including back-testing and portfolio analysis, looking at performances, etc.

US$150001 - US$300000 per year
United States of America
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Quant Developer/Engineer (Futures and Equities)

Qualifications: Strong C++ and Python programming proficiency. 3+ years of experience supporting an equities or futures desk. Extremely strong computer science or engineering background. Bachelor's, Master's, or PhD in computer science or other quantitative discipline (I.e. computer. science, software engineering, operations research, physics, math, statistics, etc.) Exposure to both high-level and low-level programming languages. Responsibilities: Software development. Building and maintaining data pipelines. Implementation of large scale computation and serialization frameworks. Collaborate with other researchers, developers, and technologists.

US$300000 - US$450000 per year
New York
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Quant Developer

Top Tier Hedge fund in New York is hiring quantitative developers, coming from both buy and sell side, ranging across any seniority level. You will be working on a Commodity trading platform, building and enhancing trading infrastructure. Responsibilities: Delivering leading solutions to the highest design, testing and operational standards Writing and maintaining code Delving into and understanding day-to-day quantitative issues Understanding the performance characteristics, design and operational parameters of systems, improving where necessary Aiding with the integration of new analytics models with the broader stack Required skills: Strong Coding abilities across python/C++/C# Degree in Computer Science, Engineering or other related fields 3+ years hands on development experience working directly with PM's and traders is preferred Familiarity with commodities and trading

£200000 - £250000 per year + Bonus
New York
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Junior Quantitative Researcher

Title: Systematic Equity Alpha Researcher Currently partnered with the most successful systematic equity team in quant fund in China that is looking to bring on a Quantitative Researcher focusing on mid frequency equity strategies. The portfolio manager of the team comes from a very impressive background and needs a Quant that has a well-diversified background ranging from alpha research to portfolio construction and machine learning. Responsibilities Partner with other QRs, QDs and PMs on portfolio construction, portfolio optimization and hedging Strategy development and alpha research analysis for cash equities Help to manage the research process and investigate large data sets Improve upon existing research and building out new trading ideas Work in a collaborative environment with the entirety of the pod Requirements 2+ years of buy side or sell side experience supporting a systematic equity desk Master's or PhD in Quantitative Discipline (Physics, Mathematics, Computer Science etc) Experienced Python and SQL user

Negotiable
Shanghai
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Data Scientist / Quantitative Researcher

A top tier multi-billion-dollar global hedge fund is looking for a Data Scientist / Quantitative Researcher to join a brand new systematic equities investment team. You will have the opportunity to work alongside a very successful, and renowned PM within the industry, and be a part of a team build out. They are looking to go live within the next 9 months and need to make their first few key hires to the team. Specifically, they are looking for candidates with experience handling large traditional/alternative data-sets and mid-frequency trading. An incredible opportunity to be one of the first hires on this team and work on statistical research and building end to end research and models. An ideal candidate would be open to relocating to the West Coast in a new office location for the fund. This is a perfect opportunity for someone who enjoys the outdoors and what the mountains have to offer year round. Qualifications: Undergrad, Masters, or PhD degree in a quantitative discipline Expert level in a programming language (Python, SQL, Julia, R, MATLAB) 2 - 5 years of professional experience in technology or finance 2 - 5 years of experience wrangling large data sets (both alternative and traditional data) Professional experience and expertise in timeseries forecasting, and statistics and probability Someone with an entrepreneurial spirit that can wear multiple hats and inherit a wide range of responsibilities upon joining Excellent communication and analytical skills Benefits: Excellent mentorship as you would work alongside one of the industry's most accomplished PM's conducting end to end alpha research Opportunity to join a fast pace culture that fosters growth and creativity Immediate involvement in an exciting team build out

US$250000 - US$450000 per year
New York
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Quant Developer

Quant Developer A New York based quant trading firm are looking to grow out one of their PM pods. In this role, you will be working directly with one of the leading names in the industry, receiving direct mentorship and clear career development plan. As a quant developer you will have the opportunity to work on greenfield projects, mostly in Python that include a brand new low latency trading infrastructure as well as a an execution trading platform. Quant Developer Responsibilities Collaborate with quant researchers and Portfolio Managers to build, support and enhance new trading infrastructure Develop contribute to portfolio construction and optimization solutions Receive ongoing mentorship and trading from PM's and senior engineers Quant Developer Requirements: Graduated from a top 20 school, with a relevant degree and top GPA High level of proficiency in Python would be ideal, however any OO experience and a strong commitment to learn Python will be considered Ideally some experience in financial services, preferably in another hedge fund Exceptional communicator with technical and non-technical colleagues alike

US$200000 - US$250000 per year + Bonus
New York
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Execution Trader

Title: Execution Trader Compensation: $200k base salary + $50k discretionary bonus Summary: A top quantitative global macro hedge fund based in New York is looking to bring on an Execution Trader to their highly collaborative, flat-structured team where you will have the opportunity to work directly alongside the Head of Trading. Responsibilities: Execute trades in the futures and FX space. Coordinate and collaborate with the team to implement trading ideas. Manual execution of trades and not just monitoring trades. Running trades on Excel with VBA code and debugging issues on the fly. Other responsibilities - execution flow and running analysis where trades are going wrong. Qualifications: 1+ years of trading experience in the Futures/ FX space, experience working with options is a value add. Highly proficient in Python and VBA. Knowledge of futures/ FX market. Strong academic background in a quantitative field.

US$200000 - US$300000 per year
United States of America
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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. ​

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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: ​

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