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

Equity Derivative Modeler/Researcher

A prestigious multi-manager hedge fund is seeking a highly skilled and motivated Equity Derivative Modeler/Researcher to join their centralized team. This is a unique opportunity to work within a high performing team, contributing to the development of cutting-edge models and supporting numerous PMs and trading teams on strategies research and risk management. The successful candidate will be responsible for developing, implementing, and maintaining quantitative models for pricing, hedging, and risk management of equity derivatives using C++. This role requires a strong background in derivative modeling, C++ programming, and prior experience in equity vol modeling/research. Key Responsibilities: Develop and enhance quantitative models for pricing and risk management of equity derivatives using C++. Conduct research on market trends, volatility, and other factors affecting equity derivatives. Collaborate with traders, risk managers, and other stakeholders to understand their needs and provide model-based solutions. Implement models in a robust and efficient manner using C++. Perform backtesting and validation of models to ensure accuracy and reliability. Stay updated with the latest developments in quantitative finance and equity derivatives markets. Prepare and present research findings and model performance reports to senior management and other stakeholders. Qualifications: Master's or Ph.D. in Quantitative Finance, Financial Engineering, Mathematics, Statistics, or a related field. Strong programming skills in C++. In-depth knowledge of equity derivatives, including options, futures, and structured products. Experience with quantitative modeling, statistical analysis, and numerical methods. Excellent problem-solving skills and attention to detail. Strong communication skills and the ability to work effectively in a team-oriented environment. Prior experience in a similar role within a financial institution is preferred.

US$400000 - US$600000 per year
New York
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Quant Portfolio Manager

My team is working on an exclusive search for a PM with a ready to deploy commodity futures strategy at prop trading fund based in the United States. While they remain under the radar as a firm, they have a long track record of success across the derivatives space. They can offer highly competitive compensation packages in addition to the technology and support needed to maximize profitability. What you will do: Launch and scale your commodity futures strategy on the firms industry leading infrastructure Work with senior leadership to create new initiatives and grow firms reach Collaborate with engineers and developers to create new tools and optimize strategy Requirements: Experience developing and running systematic trading strategies 2+ year track record for a commodity futures strategy Sharpe ratio of 3+

US$150000 - US$250000 per annum + Percent Split
Chicago
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Portfolio Manager

Portfolio Manager - Quantitative Equity - Hedge Fund A multi-billion dollar hedge fund client of ours is looking for a mid level portfolio manager to join their dynamic quantitative strategies team. This team is responsible for managing the largest Equity portfolio's for the hedge fund and is one of the pioneer quant equity funds in the world. The vacancy that they are looking to fill at the moment is a Research Analyst role on their trading desk doing full cycle research, development, and implementation of medium to high frequency trading strategies alongside the investment committee. This firm offers the ideal scenario for anyone who is looking for a challenging role that will expose them to a dynamic team environment and exceptional opportunity for career progression. Responsibilities will include: - Portfolio construction and risk management of largest equity portfolio's across fund - Active portfolio rebalancing and trading given market conditions - Dynamic factor modelling and stress testing of Portfolio's - Direct communication with internal investment committee and clients on portfolio performance - Research and implementation of new data sets into developmental strategies - Back testing and understanding of strategies including abstractions and requirements - Market microstructure research and alpha signal research - Collaboration between team members in order to drive productivity and facilitate innovative ideas Ideal candidates should possess: - 3-5 years of experience working in a Portfolio Management seat, ideally within Equities - Exceptional programming and quantitative skills particularly in Python - Masters degree in a computational field, Ph.D preferred - Drive to succeed and see results

Up to US$250000 per year + 20-30% PnL
New York
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US Power Quantitative Analyst

Responsibilities: Partner with the international teams to refine and advance quantitative fundamental models (including supply, demand, flow patterns, generation mix changes, technology costs, and climate factors) to develop hourly price forecasts for the US power markets (ERCOT, CAISO, PJM). Stay up to date with external publications, market trends, and regulatory changes that could affect price dynamics, and update the fundamental model assumptions accordingly. Assess and compare trading model outcomes, recommending enhancements. Produce regular market update reports for Trading Power management, company headquarters, and trading affiliates; create and update presentations on market-related topics; develop and maintain relevant tools and BI reports. Collaborate closely with Trading Research, GRP, and Holding strategy teams to ensure alignment on key assumptions. Perform specific analyses related to investment decisions and long-term power market inquiries in the US, providing recommendations to management. Requirements: Master's degree in Economics, Mathematics, or Engineering. Strong modeling and analytical skills with a keen eye for detail and experience in quantitative modeling. Basic understanding of US or European energy markets. Proficiency in programming (SQL/R/Python) and visualization tools (Tableau/PowerBI) is advantageous. Ability to work under pressure with precision, proactivity, and creativity. Excellent communication skills, capable of articulating complex issues clearly and concisely.

US$135000 - US$160000 per year + Bonus
Houston
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Quant Trader China Futures (Remote)

We are on a mission to find a talented Futures Trader to join a global high - frequency quantitative proprietary trading firm, focusing on the Chinese market. Company Overview Our client is a global high - frequency quantitative proprietary trading firm that has already attracted top talents from many leading quantitative companies. With a proven track record of assembling a dream team, the company is brimming with potential. They are now looking to expand their footprint in the Chinese market, and this is where you come in. Job Responsibilities Conduct in - depth research and analysis of the Chinese futures market, identifying trading opportunities based on quantitative models and market trends. Execute high - frequency trading strategies, ensuring timely and accurate order placement to optimize trading performance. Monitor market conditions continuously, adjust trading strategies in real - time to adapt to market changes, and manage trading risks effectively. Job Requirements Solid understanding of the Chinese futures market, including product knowledge, trading rules, and market microstructure. Proficiency in quantitative trading concepts, with experience in developing and implementing trading strategies. Strong analytical skills, able to handle large amounts of market data and draw meaningful insights. Excellent programming skills, preferably in Python or other relevant programming languages for quantitative trading.

Negotiable
Shanghai
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Senior Quant Developer

Key Responsibilities: Provide trading teams with timely analysis across a range of topics, including market analysis, profitability modeling, and efficiency. Contribute to trading systems and projects with potential business opportunities. Engage in frontier projects that explore new territories in crypto trading and financial technology, including CEX/DEX connectivity and latency optimization on the gateway and core pricing fronts. Qualifications: A degree in a quantitative field such as physics, mathematics, statistics, or computer science. Proficiency with Java and an open mindset for other high-efficiency languages. Strong analytical skills. Proficiency with relational databases such as SQL. Familiarity with crypto concepts and trading is a plus. Location: Hong Kong (Applicants must not require work visa sponsorship)

Negotiable
Hong Kong
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Vol Quant Researcher

Currently partnered with a Sr. Portfolio Manager running a Vol trading group within a NYC based hedge fund who is interested in speaking with with QR's with experience researching systematic trading strategies relating to Equity Index Options and Futures. The group is looking to add a mid-level Quant Researcher to work directly under the PM and collaborate with traders. In this role, you will be responsible for generating new strategy ideas, researching and testing strategies and through collaboration with the team will be implementing different solutions.

US$200000 - US$300000 per year + + Bonus
New York
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Quantitative Researcher- Systematic Macro

A globally leading Multi Manager is seeking to hire a Quantitative Researcher to sit on a collaborative Systematic Macro desk in their New York office. This is an exclusive opportunity to work with an extremely successful team. The ideal candidate will have previous systematic Macro trading experience and able to hit the ground running day one. Responsibilities: Research and implement automated systematic futures strategies Work alongside a Portfolio Manager and other quant researchers integrating models to improve and optimize existing Macros strategies Modelling and back testing signals utilizing python and machine learning packages Conducting statistical analysis, building tooling and applications with python Experience working with LLM's and large data sets Requirements: 2-5 years in a similar position with experience researching intraday to medium term alphas Familiarity with futures and macro-based trades working in a similar quantitative research or trading seat Advanced degree in Mathematics, Computational Math, Statistics, Quantitative Finance, or similar required Experience programming with Python and R

US$150000 - US$250000 per year + + bonus
New York
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Quantitative Researcher- US Equities

A multi-billion-dollar firm is seeking to hire a Quantitative Researcher to join their most successful Equities Trading Team. This is an opportunity to work with an extremely successful firm that has continuously adapted to the ever-changing market successfully with a long term track of success. This Quantitative Researcher role will be learning and working with a team of highly skilled developers and researchers with backgrounds from some of the most prestigious academic and professional financial institutions. The majority of this team is split between offices in NYC and Boston and will require this role to sit in person in one of the two office locations. Responsibilities: Research and build prototypes to test improvements to quantitative investment strategies focused on US and Global Equity trading Develop new and optimize existing machine learning algorithms for short term equity signals Research alphas to deploy statistical arbitrage, volatility arbitrage, and futures style strategies across equity markets Collaborate with researchers to conduct statistical analysis, build applications. Requirements: 4-8 years in a quantitative research role with experience researching intraday to medium term equity alphas Advanced Degree in Operational Research, Computer Science, Statistics, Mathematics, Engineering, or similar Experience with databases and query languages Experience programming with Python and machine learning packages Ability to work out of NYC or Boston Office

US$200000 - US$300000 per year + + bonus
Boston
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Quantitative Strategist

A quantitative hedge fund is looking to expand their research team by bringing on an accomplished academic. Great opportunity with upward mobility and the chance to take on innovative, challenging projects. You would be able to work with great minds from across the academic and professional community, and utilize the best technology available to succeed in various markets. What you'll do: Collaborate closely with other researchers and developers to design, create, and implement new models Maintain and optimize existing models on their platform Work with senior leadership to provide support for pricing Stay up to date on the latest advancements of technology and news in your space What you need: PhD in quantitative or financial field Highly proficient at using Python for data analysis Background of producing impactful research for your field Deep interest in finance is a plus

US$200000 - US$300000 per annum + + bonus
New York
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Quantitative Researcher

A small but global prop trading firm is looking to bring on an experienced quantitative researcher to help build out their futures focused strategies. They already have a consistent track record across multiple asset classes but are looking to bring in orthogonal value from idea generating QRs. The group has invested heavily into technology and infrastructure over the past few years and are open to people coming from ULL-intraday backgrounds. They are flexible to have team members sit out of either their NYC or Chicago office. What you will do: Conduct research and analysis of futures markets using quantitative methods to develop and refine trading strategies. Develop and implement systematic trading models that incorporate statistical and machine learning techniques to optimize risk and returns. Collaborate with traders and other researchers to identify new market trends and assess the potential impact of market events on existing trading strategies. Maintain up-to-date knowledge of relevant quantitative research tools and techniques, and actively participate in the development and implementation of new technologies and approaches. What you need: 2-5 years experience working on a mid-high frequency systematic futures desk Proficient with C++ and/or Python M.S. at minimum in Statistics, Math, Computer Science, or Physics from a top 25 university

US$150000 - US$225000 per annum
Chicago
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Machine Learning Researcher

Partnered with a leading hedge fund that utilizes cutting edge technology to research, develop, and execute algorithmic trading strategies. Their team is made up of researchers and engineers from top academic backgrounds as well as other tier one trading firms. The day-to-day is a highly collaborative research environment that allows team members to think outside the box and come up with creative solutions for problems. The ideal candidate will have a strong research background in academia and/or industry and be ready to help make an immediate impact on PnL Responsibilities: Conduct in-depth research on equity/equity derivatives markets Analyze large datasets to identify patterns and develop predictive models. Collaborate with cross-functional teams to develop, test, and implement quantitative trading strategies. Stay up to date on the latest technology Experience: 1-5 years of experience in industry PhD in Quantitative Field such as Physics, Statistics, or Computer Science Strong programmer with Python and/or C++ Solid understanding of statistical analysis, machine learning, and data mining techniques.

US$150000 - US$225000 per annum
New York
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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