Quantitative Developer

Selby Jennings
Manhattan
Permanent

New York City

Multi-Strategy Hedge Fund

$400-$750,000

Selby Jennings is working directly with a senior portfolio manager at a multi-strategy hedge fund based in NYC. The portfolio manager is seeking a quantitative developer to support a new strategy that was recently launched! The PM has been with the firm for six years and has run a range of successful interest rate volatility and cross-asset volatility strategies during her time.

Recently, the PM and her team have been working on and designing a linear relative value strategy that includes a number of macro and fixed-income products.

The focus of the quantitative developer will be to build platforms, pipelines, and infrastructure and optimize data to find signals and trade.

Your goal will be to improve the portfolio construction and asset allocation processes, as well as assist with the research process.

The main language is Python.

This is an exciting opportunity to work directly with a highly respected PM on an exciting new strategy. With the lean nature of the team, you will wear many hats and get genuine insight into quant development, research, and trading! The PM is eager to set up intro calls, so if you are interested in speaking with her, please apply!

Requirements

  • 5+ years of experience in a Quant or SWE role
  • Open to computer science, Math, Statistics, Physics etc
  • Extensive Python programming skills
  • Strong communication skills to interact with PMs
  • Macro or Fixed Income experience would be nice to have but not essential
  • 30+ days ago
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