PB/Financing Quant Strategist

2 weeks ago


Manhattan, United States Selby Jennings Full time

I am partnering with a global $4bn AUM Hedge Fund that has delivered exceptional returns in 2024. Building on this success, and driven by market optimism surrounding the election and rate cuts, the firm is aggressively expanding its prime/financing function to prepare for increased flow in the coming year. As a result, the Group Head of the team-a seasoned professional with 15+ years of buy-side and sell-side experience-is seeking AVP/VP-level Prime Financing, Treasury, and/or Delta 1 Quant Strategists to join the team within the next three months.

Role Overview:

In this position, you will support a global team by developing, building, and executing modeling, data, and optimization projects for this critical business area. A unique aspect of this role is the opportunity to gain front-office exposure and work across a broad range of products, in addition to learning directly from a highly experienced leadership team. While the ideal candidate will be a current buy-side strategist, the team is open to considering front-office sell-side prime talent as well.

Requirements:

  • Experience: At least 3 years of front-office experience supporting a Prime, Delta 1, or Treasury desk on either the buy-side or sell-side.
  • Technical Skills: 3+ years of hands-on programming experience in Python.
  • Education: Master's or PhD in a quantitative discipline.
  • Attributes: A strong desire to work in a fast-paced, competitive, and P&L-driven environment.
  • Communication Skills: Ability to explain quantitative concepts to both technical and non-technical audiences.

Compensation:
Due to the team's performance, compensation for this role is exceptionally competitive, with total remuneration exceeding $300,000 (salary + bonus).



  • Manhattan, United States Selby Jennings Full time

    Cross Asset Quantitative Engineer | NYC/CT/FL A top global hedge fund with offices in New York, Connecticut and Florida is looking to add several Quantitative Researchers and Engineers to join their dynamic, cross asset, development. As a member of this team, you will be responsible for the research, development and implementation of the team's investment...


  • Manhattan, United States Anson McCade Full time

    My client is a leading quantitative hedge fund with offices across Europe, North America and Asia. Their teams trade all traditional asset classes and cover a mix of HFT, Stat Arb, Quant Macro, and Event-Driven strategies. The firm is looking for Junior Quantitative Researchers to be responsible for end-to-end strategy research, in collaboration with other...


  • Manhattan, United States Anson McCade Full time

    Role/Responsibilities: Perform rigorous and innovative research to develop systematic signals for global futures (CME, Eurex, ICE, etc.) markets Perform feature engineering with price-volume and order book data at intraday horizons in high to mid frequency trading space (seconds to hours) Perform feature combination and monetization using various modeling...