Quantitative Analytics Developer

3 weeks ago


New York, New York, United States Selby Jennings Full time

Selby Jennings is working with one of the world's premier Hedge Fund. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

Role:

Quantitative developer who will join the Central Research Technology team, which builds strategic solutions for research and live trading of quantitative strategies across multiple frequencies and products. This is a unique opportunity to grow your career with the team while building the next generation of research and quant trading systems.

Role/Responsibilities:

  • Developing re-usable and performant C++ libraries for macro instrument analytics (FX, Rates, Credit), to be used for research, back-testing, and live trading
  • Integrating the analytics libraries into the wider python research infrastructure to allow trading teams to use it in their research and trading processes
  • Working with Data Services to source market data to fuel real time and historical analytics
  • Reconciliation of calculations against benchmark sources

Requirements:

  • 1-5 years of professional software engineering experience in a collaborative environment
  • Bachelor's degree or higher in computer science or other quantitative discipline
  • Understanding of object oriented programming, design patterns, and data structures
  • Experience with software delivery lifecycle and writing production-quality code
  • Familiarity with instrument pricing and risk software patterns
  • Fluency in C++
  • Familiarity in Python
  • Experience in Rates and/or Credit products (e.g., bonds and swaps)
  • Reasonable quantitative and statistical skills
  • Team player with strong pride of ownership
  • Detail oriented and quick learner in a fast-paced environment
  • Commitment to the highest ethical standards


  • New York, New York, United States Selby Jennings Full time

    Working with a global digital asset firm at the forefront of innovation in the cryptocurrency market. They specialize in market making and high-frequency trading (HFT) strategies, leveraging cutting-edge technology and quantitative research to optimize trading performance and liquidity provision in digital asset markets.Job Description: Seeking a highly...


  • New York, New York, United States Citadel Full time

    Job DescriptionAt Citadel, our mission is to be the most successful investment team in the world. Quantitative Researchers play a key role in this mission by developing next-generation models and trading approaches for a range of investment strategies. You'll get to challenge the impossible in quantitative research by applying sophisticated and complex...


  • New York, New York, United States Bank of America Full time

    Job Description:Job DescriptionBank of America Merrill Lynch has an opportunity for a Sr. Quantitative Financial Analyst within our Global Risk Analytics (GRA) function. GRA is a sub-line of business within Global Risk Management (GRM). GRA is responsible for developing a consistent and coherent set of models and analytical tools for effective risk and...


  • New York, New York, United States Selby Jennings Full time

    I am currently working with a Tier 1 Investment bank that is expanding their securitized product quant team. The head of the group is looking for someone at the Associate or Vice President level that can directly support the CMBS/CRE traders. In addition, you will be responsible for collaborating with other quant teams, risk and technology. They are looking...


  • New York, New York, United States Tudor Investment Corporation Full time

    Company DescriptionThe Tudor Group of companies is a group of affiliated companies engaged in investment management of client and proprietary assets. Paul Tudor Jones II formed Tudor Investment Corporation, the first of the Tudor Group companies, in 1980. The Tudor Group manages assets across fixed income, commodities, currencies, public and private...


  • New York, New York, United States Octavius Finance Full time

    We are currently working with a global investment bank, who is looking to expand their QIS team in New York. The ideal candidate will have a strong background in commodities and options, with a strong interest in for quantitative analysis. Responsibilities:Conduct research and analysis to develop quantitative trading models focused on commodities and options...


  • New York, New York, United States Selby Jennings Full time

    As a Quantitative Researcher specializing in High Frequency Trading (HFT) within the futures or equities markets, your primary responsibility will be to develop and implement sophisticated trading strategies using quantitative models and advanced statistical techniques. You will work closely with a team of traders, developers, and researchers to identify...


  • New York, New York, United States Selby Jennings Full time

    As a Quantitative Researcher specializing in High Frequency Trading (HFT) in the futures markets, your primary responsibility will be to develop and implement sophisticated trading strategies using quantitative models and advanced statistical techniques. You will work closely with a team of traders, developers, and researchers to identify profitable...


  • New York, New York, United States Selby Jennings Full time

    I am currently partnering with a $30BN AUM Hedge Fund in New York City that is actively looking to build out its Stat Arb. Equity business under a new PM that they have recently taken on. They are looking to add a Quantitative Researcher with expertise in driving the development and optimization of mid-frequency systematic Equity Stat Arb strategies and...


  • New York, New York, United States J Harlan Group, LLC Full time

    Quantitative Researcher NYC Hedge FundJ Harlan Group is currently conducting a search for a Quant Researcher at a prominent NYC Hedge Fund. As key member of the Equity Quantitative Research (EQR) team you will focus on building optimizations and core algorithms that lead directly to trading decisions covering fundamental and quantitative insights to develop...


  • New York, New York, United States Selby Jennings Full time

    We're partnered with one of the world's largest alternative asset managers for a position based in NYC. The firm has over a trillion in AUM company wide, we're engaged with their multi-asset investing group with ~$80b in investor capital. The team generates attribution, performance, optimization, and risk analytics across their platform. This specific group...


  • New York, New York, United States SoHo Dragon Full time

    SoHo Dragon represents an investment bank with offices in New York, NY that needs to hire an FID Analytics and Support Engineer.Hands-on developer experienced in quantitative finance, especially in Fixed Income products. Proficient in market risk measures such as VaR and stress testing scenarios across traded products. Experience with sensitivities...

  • Quantitative Trader

    2 weeks ago


    New York, New York, United States Selby Jennings Full time

    Remote - NYCA Prop Trading Firm is looking to onboard an experienced Crypto Trader. This is an opportunity to manage a large mid-frequency intraday portfolio with full discretion. They are trading across centralized exchanges with the highest fee tiers on each platform. No prior crypto experience is needed, although preferred, as long as applicants have...


  • New York, New York, United States BlueCrest Capital Management Full time

    Job Title: RAD Quantitative Developer Location: New York Department: Technology PermanentDepartment Overview: The front office RAD technology team are responsible maintaining and building trading desk tools, both bespoke to pods and general to a desk.The team sits within the Front office technology group which also contains Quant Research and the Risk and...


  • New York, New York, United States Citadel Full time

    Job DescriptionOur mission is to be the most successful investment team in the world. Quantitative Researcher Analysts play a key role in this mission by developing next-generation models and trading approaches for a range of investment strategies. You'll get to challenge the impossible in quantitative research by applying sophisticated and complex...


  • New York, New York, United States Selby Jennings Full time

    We are working with an HFT proprietary trading firm seeking a Quantitative Trader/Researcher with expertise in market microstructure, particularly focused on CME (and ideally ICE/Eurex). They are targeting candidates who possess a deep understanding of order flow dynamics, liquidity provision, price formation mechanisms, and execution strategies within these...


  • New York, New York, United States Selby Jennings Full time

    Title: Head of Interest Rate Analytics - Join a Startup Revolutionizing Mortgage and Interest Rates Analytics in New YorkIntroductory Paragraph:Our client, a cutting-edge startup analytics platform that specializes in mortgage investments and analytics is currently seeking an experienced Interest Rates Quant Analyst to join their growing Quant team. The...

  • Quantitative Analyst

    4 weeks ago


    New York, New York, United States Selby Jennings Full time

    Summary:A Tier 1 US investment bank is seeking an experienced quantitative analysts and prepayment modelers. Our client, based in New York City, seeking an associate or vice president with expertise in non-agency RMBS, residential credit modeling from scratch using c++, python, and machine learning (3+ years of experience).Qualifications: Master's degree or...


  • New York, New York, United States Marsh McLennan Full time

    Cyber Risk Analytics Co-Op – Global Strategic AdvisoryProgram Dates: July - December 2023Time Commitment: 40 hours per week Guy Carpenter LLC Global Strategic Advisory is seeking talented and motivated individuals to join our Cyber Risk Analytics Co-Op Program.What can you expect?You will join a team Cyber Analytics expert that deploy deeply specialized...


  • New York, New York, United States Selby Jennings Full time

    A top Multi-Strategy Hedge Fund in the process of building out their Systematic Macro business is looking for a Senior Quant Developer. The ideal candidate is someone with strong Fixed Income experience with the ability to design and build a modeling/analytics library/platform to be shared across the business. Not only do they want this person to help create...