About the company
Selby Jennings are proud to be a leading specialist recruiter in financial sciences & services. Founded in 2004, we help solve the number one challenge: talent. Today, we provide permanent, contract and multi-hire recruitment solutions across specialist sectors including risk management, private wealth management, legal and compliance, investment management, quantitative analytics, financial technology, investment banking, insurance and actuarial, and sales and trading.
Job Summary
Responsibilities
đź“ŤAs a Quant Developer on the Model Implementation team, your key responsibilities may include but aren't limited to: đź“ŤOwn and manage distributed real time trading system responsible for computing signals and target positions for various strategies đź“ŤWork closely with Researchers and Portfolio Managers on the team to add new capabilities for existing set of strategies đź“ŤOwn the design and production implementation of new strategies đź“ŤLead and drive efforts that identify bottlenecks with the existing platform and follow through with an action plan for tackling these bottlenecks đź“ŤAdd capabilities to expand the platform to new asset classes
Requirements
đź“ŤBS/MS/PhD in Computer Science or equivalent đź“ŤAt least 5 years of experience as Quant Developer or related position đź“ŤStrong programming background in Python and C++ đź“ŤStrong problem solving and communication skills đź“ŤAbility to multi-task and have ownership mentality đź“ŤExperience with Python data science stack e.g. Pandas/Numpy/Scikit-learn đź“ŤOutstanding coding, debugging and analytical skills đź“ŤDevoted to writing automated tests
