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 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.

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

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โ€‹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.

โ€‹Network

A vast, global network of the best, in-demand professionals, working with the worldโ€™s largest financial institutions to innovative fintech start-ups and beyond.โ€‹

โ€‹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.

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Quantitative Research & Trading Jobs

HFT Quantitative Trader

A long standing prop trading firm in the high frequencies futures space is looking to bring on an experienced Quant Trader who can add immediate value to their team. The team is made of senior individuals from other top tier firms in the space that created one of the best technology/infrastructure platforms out there. The person they bring on will help launch new strategies, adding orthogonal value to the firms overall market exposure. The compensation package is highly competitive with strong upside potential based on performance. The Quant Trader will be responsible for: Research, design, and implement new systematic strategies that take advantage of market inefficiencies Monitor and adjust strategy parameters to account for market shifts Provide insight to researchers, developers, and senior leadership to help launch/improve initiatives Stay up to date with market trends and new technology The Quant Trader should have the following qualifications: 2-5 YOE in the HFT space B.S.+ in quantitative field (Statistics, Math, Comp Sci, Physics, etc.) Proficiency in Python

US$175000 - US$225000 per annum + Bonus/split
Chicago
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HFT Quantitative Trader

A long standing prop trading firm in the high frequencies futures space is looking to bring on an experienced Quant Trader who can add immediate value to their team. The team is made of senior individuals from other top tier firms in the space that created one of the best technology/infrastructure platforms out there. The person they bring on will help launch new strategies, adding orthogonal value to the firms overall market exposure. The compensation package is highly competitive with strong upside potential based on performance. The Quant Trader will be responsible for: Research, design, and implement new systematic strategies that take advantage of market inefficiencies Monitor and adjust strategy parameters to account for market shifts Provide insight to researchers, developers, and senior leadership to help launch/improve initiatives Stay up to date with market trends and new technology The Quant Trader should have the following qualifications: 2-5 YOE in the high-frequency trading space Strong understanding of derivatives markets B.S.+ in quantitative field (Statistics, Math, Comp Sci, Physics, etc.) Proficiency in Python and/or C++

US$175000 - US$225000 per annum + Bonus/split
Chicago
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Senior Software Engineer

A unique start-up tech team embedded inside a notable hedge fun are looking to hire a technical lead to build a next generation system from zero to one. This system is the entire backbone of the people decision making for the whole firm. This group operates as a product team and consists of a cast of engineers tackling solutions within data modeling and analysis, automation and integration, service and APIs, user workflows, user experience and design You will be working closely with senior stakeholders to build an internal analytics and insights application that drives how the firm makes decisions around their people including performance, compensation, personal data and more. Ideal skills: At least one of Java, Ruby, or Python. Experience with SQL and relational databases. Experience with Web Services and API design is a plus. Some knowledge of frontend technologies such as JavaScript, React, TypeScript Compensation ranges from $450k - $800k TC, and they are able to move QUICKLY as this hire needs to be made before the holiday season.

US$450000 - US$850000 per year + Bonus
Manhattan
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US Power Quantitative Analyst

We are working with an industry-leading energy company that is looking to continue the expansion their Quantitative Trading team in Houston by bringing on a US Power Quantitative Analyst that will support traders and originators with different analysis tasks. Responsibilities: Develop and optimize quantitative models regarding pricing and risk assessment of the portfolio Run risk analysis of the portfolio and analyze hedging strategies for traders and Sr. Management Calculate and Monitor P&L & risks of the portfolio Undertake ad-hoc projects related to tooling and modeling Requirements: 3-5 years of experience running analyses in a power trading environment Strong modeling and analytical skills in regard to pricing and risk Experience working with Macro Datasets (Volatility, Climate Change, Regulatory Changes) Proficiency in Python and visualization frameworks Degree in a Quantitative field such as Mathematics, Statistics, Engineering, Computer Science, etc. (Advanced degree is a plus)

US$130000 - US$140000 per year + Bonus
Houston
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Intraday Equity Quant Researcher

A longstanding, $10bbn Quant Fund is looking for a HFT/Intraday Equity Quant Researcher to join in NYC. The Quant Researcher will work alongside a veteran in the space who has worked at some of the most reputable quant trading firms in the US. The overarching focus will be to work on end-to-end alpha signal research across US, EU and APAC markets and identify signals with holding periods ranging several hours to several days. This role provides an unparalleled step in someones career as they gain valuable mentorship from an accomplished QR, work on heavy-hitting research that will be a major source of PnL for the firm and have a clearly outlined path for growth from day one. The ideal candidate will be someone familiar in working on HFT strategies in the equities space but interested in expanding their skillset to work on novel signals with greater flexibility on sharpe, capacity and frequency. The Head of Research is ideally seeking someone with: 2+ years experience working on equity alpha signal research (HFT/Intraday experience strongly desired) Strong understanding of signal construction and optimization methods Exposure working with fundamental and alternative datasets (the fund allocates a lot of resources to ensure QRs have a plethora of data to work with) Understanding of market dynamics, market microstructure and product knowledge Strong Python and/or C++ coding background Advanced STEM degree *This is an organic growth hire and the fund is happy to wait out non-competes for the right candidates.

US$400000 - US$700000 per year
New York
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Quant Developer - C++ Zรผrich

**Quant Developer - C++ Opportunity in Zรผrich** Join an already active trading desk at a leading Systematic Hedge Fund as a Quantitative Developer where science meets finance. This permanent position is based in their Zurich office within a hedge fund environment that thrives on collaboration and innovation. In this role you will: - Work directly on the trading desk ensuring your contributions have immediate impact - Collaborate closely with both Quant Researchers and Traders as an essential member of the Technology Team - Engage with multifaceted aspects of algorithmic trading such as ultra-low-latency engines, large-scale data platforms, and cloud computing analytics infrastructure What we expect from you: - Proficiency in modern C++, understanding core principles behind CPU operations, memory management, OS functionalities, networking etc. - Eagerness for full project ownership - ideation to delivery - Strong communication skills suited for dynamic settings Desirable experience includes but not limited to: * Python proficiency which is highly beneficial given its ubiquitous use across various tech stacks today. * A minimum of two years' background working within quantitative or systematic investing domain adds significant value. Take part in shaping financial technologies future by applying now!

Negotiable
Zurich
Apply

experienced T0 quant researcher

We have a current opportunity for a t0 QR on a permanent basis. The position will be based in Shanghai. For further information about this position please apply. Role Responsibility full stack daily frequency strategy development on A Share equities work closely with the pm on portfolio optimisation algo model construction The Ideal Candidate Bachelors degree or above from top schools in mathematical degree at least 3 years of quantitative analysis experiences have a deep understanding of financial markets programming proficiency in Python or C++

Negotiable
Shanghai
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experienced T0 quant researcher

We have a current opportunity for a t0 QR on a permanent basis. The position will be based in Shanghai. For further information about this position please apply. Role Responsibility full stack daily frequency strategy development on A Share equities work closely with the pm on portfolio optimisation algo model construction The Ideal Candidate Bachelors degree or above from top schools in mathematical degree at least 3 years of quantitative analysis experiences have a deep understanding of financial markets programming proficiency in Python or C++

Negotiable
Shanghai
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Quantitative Researcher Opportunity

Fixed income/Macro Location: London, Switzerland, Dubai A leading hedge fund with ยฃ5billion+ per AUM is looking to expand its mid-frequency trading team in fixed income and macro strategies. We're seeking junior to mid-level quantitative researchers or developers with 1-6 years of hands-on experience in quantitative finance. This role offers a unique opportunity to develop and enhance mid-frequency models for fixed income and macro markets, working closely with a skilled team and contributing to impactful trading strategies. The team's PM has a proven track record spanning over 8 years, with 2 years of positive experience at the current company. This means the right quantitative researcher will join a pod where they have the opportunity to learn and develop from their peers and those above them. Key Responsibilities: Develop and refine mid-frequency models to capitalize on opportunities in fixed income and macro markets. Conduct quantitative research to identify new signals and optimize existing models using macroeconomic data and fixed income instruments. Support model implementation in Python ensuring efficiency and reliability for real-time trading. Collaborate with a focused team, gaining exposure to the full lifecycle of mid-frequency strategies within fixed income and macro. Requirements: 1-6 years of experience in quantitative research or development, with a focus on fixed income or macro strategies. Proficiency in Python for model development. Strong analytical skills and experience working with large datasets in a trading or financial environment. Ability to work collaboratively in a fast-paced setting and contribute to the team's performance.

Negotiable
London
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Commodities Quantitative Analyst

We are working with a Commodities Prop Trading Firm with offices in Stamford and Miami that is looking to bring on an quantitative analyst to support their semi-systematic traders in the Crude Oil or Agriculture markets. Responsibilities: Conduct Quantitative Analysis on Global Crude Oil or Agriculture markets Produce S&D models/balances on a global scale in the Crude or Agriculture markets Work collaboratively with traders and other analysts to monitor and maintain portfolios Requirements: Experience using Python in a trade analysis/research setting (S&D modeling, price forecasting, global macroeconomic analysis) 3+ years of experience working with Crude Oil, Refined Products, or Agriculture at a hedge fund or trading firm Masters degree in a Quantitative field (Stats, Computer Science, Applied Mathematics, etc.)

US$150000 - US$225000 per year + Bonus
Miami
Apply

Quant Developer - C++ (m/f)

In this role you will: - Work directly on the trading desk ensuring your contributions have immediate impact - Collaborate closely with both Quant Researchers and Traders as an essential member of the Technology Team - Engage with multifaceted aspects of algorithmic trading such as ultra-low-latency engines, large-scale data platforms, and cloud computing analytics infrastructure What we expect from you: - Proficiency in modern C++, understanding core principles behind CPU operations, memory management, OS functionalities, networking etc. - Eagerness for full project ownership - ideation to delivery - Strong communication skills suited for dynamic settings Desirable experience includes but not limited to: * Python proficiency which is highly beneficial given its ubiquitous use across various tech stacks today. * A minimum of two years' background working within quantitative or systematic investing domain adds significant value. Take part in shaping financial technologies future by applying now!

Negotiable
Zurich
Apply

Quant Developer - C++ (m/f)

In this role you will: - Work directly on the trading desk ensuring your contributions have immediate impact - Collaborate closely with both Quant Researchers and Traders as an essential member of the Technology Team - Engage with multifaceted aspects of algorithmic trading such as ultra-low-latency engines, large-scale data platforms, and cloud computing analytics infrastructure What we expect from you: - Proficiency in modern C++, understanding core principles behind CPU operations, memory management, OS functionalities, networking etc. - Eagerness for full project ownership - ideation to delivery - Strong communication skills suited for dynamic settings Desirable experience includes but not limited to: * Python proficiency which is highly beneficial given its ubiquitous use across various tech stacks today. * A minimum of two years' background working within quantitative or systematic investing domain adds significant value. Take part in shaping financial technologies future by applying now!

Negotiable
Zurich
Apply
The Real Alpha: Unleashing Talent in Quantitative Finance Hiring Image
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The Real Alpha: Unleashing Talent in Quantitative Finance Hiring

โ€‹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 โ€˜The Real Alphaโ€™ now. โ€‹

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Quantitative Analytics Salary Guide Europe 2023 Image
career advice

Quantitative Analytics Salary Guide Europe 2023

โ€‹โ€‹In Europeโ€™s financial services sector, thereโ€™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. Donโ€™t miss these essential insights - download your copy of the Selby Jennings Quantitative Analytics Salary Guide Europe 2023 here: โ€‹

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