About : Selby Jennings has partnered with Boston's elite financial institutions on searches for multiple Quantitative Developer roles across quantitative strategy, fixed income, analytics, and systematic equity teams.
Qualifications :
- Master's or PhD in Computer Science, Math, Physics, or related field
- Familiarity with popular machine learning / deep learning / statistical packages (such as scikit-learn, TensorFlow, PyTorch, etc.)
- A minimum of 2 years of professional experience in Python, including package development
- Experience in UNIX / Linux / BSD environments
- Experience with relational database management system (PostgreSQL, MySQL, etc)
- Proficiency in one object-oriented or lower-level language (Java / C++ / C)
Responsibilities (vary by role) :
- Support existing research platform and strategy / portfolio applications by developing, enhancing, testing, and deploying production model code
- Work closely with researchers and investment professionals to provide operational support for running quant models
- Assist in migrating code to a new Python-based quantitative research platform. Suggest modern architectures by partnering with other Technology Team members to ascertain the best end-to-end solution
- Utilize industry standard best practices for software design and implementation, lead internal code review processes, provide code analysis, and proactively identify software risks.
- Design and develop efficient end-to-end data and analytical solutions that support internal business requirements, using a Python stack.
Value Added :
- Experience and understanding of modern CI / CD DevOps and orchestration tools such as Azure DevOps, Airflow, Kubernetes and Docker
- Experience with Git
- Experience with KDB / Q
Additional Information :
- This positing corresponds to multiple QD roles in Boston for elite Asset and Investment Managers
- These roles contain a mix of hybrid and fully onsite work models in Boston
- No C2C at this time!
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