Selby Jennings has partnered with an elite multi-strat hedge fund in New York that is looking to hire multiple Python Quantitative Developers.
This group is small but functions like an incredibly high caliber startup, that has the goal and aim of being a top 5 quant team in the industry. This team handles fundamental long-short businesses, trading equities, futures, credit, and volatility products.
The Research Engineering team is responsible for research systems and productivity across the entire model stack (from data analysis to portfolio construction and trade optimization):
- Build a unified system that allows researchers to access and look at data, and to build, fit, and backtest models in a production-ready environment
- Work directly with the researchers and traders to identify pain points to resolve and new functionality required to support modeling efforts
- BS or MS in a relevant and highly-technical field (computer science, math, physics, etc.)
- 5+ years of professional experience (finance industry not required)
- Strong Python development skills required, additional experience with C++ or KDB/Q preferred
- Strong interest in the research process and understanding business needs
- Ability to own end to end engineering processes