Quantitative Developer

My client is a market-leading global hedge fund with a strong reputation in the global equity space. The team blends fundamental and quantitative investment approaches, and employ a collaborative environment where researchers and developers work together on the full trading pipeline. They are seeking a Quantitative Developer to contribute across the full...

Selby Jennings is working with an elite hedge fund with over $12 billion in AUM! The firm is best known for their discretionary macro trading and systematic strategies business. They are currently looking to bring exceptional Software Engineers/Quantitative Developers in their multi-strategy investment team that acts as their "tiger team". This is a 65...

My client is a multi-strategy hedge fund with approximately $10bn AUM. They recently launched a systematic arm to the business, and are hiring a Quantitative Developer with strong skills in Python and C++ to join the core research/trading team in either New York or London. In this position you will work on developing and implementing infrastructure for...

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...

About the role Alpha generation, backtesting and implementation Designing and developing systematic stat arb trading strategies across global equity markets Working on portfolio optimisation and the enhancement of existing trading models Developing big data/ machine learning algorithms About you 5+ years experience developing systematic stat arb trading...

My client is a systematic hedge fund with offices across Europe, North America and Asia. The firm has a mandate for Quantitative Researchers who are specialised in Data Science, particularly the applications of Machine Learning, Deep Learning, Reinforcement Learning, NLP, or Computer Vision. Successful applicants will apply Data Science techniques to...

Quantitative Researcher - Innovative Hedge Fund A freshly established hedge fund, founded by an industry veteran with a stellar track record, is seeking a talented Quantitative Researcher with 5+ years of experience to join their growing team. This is a unique opportunity to shape the research culture and drive strategy development from the ground up,...

Job Title: Execution Quantitative Researcher - FX/Futures Location: New York (4 days in-office, Monday- Thursday) Compensation: Total compensation ~ $250K Firm: $14B AUM Hedge Fund Overview: A leading $14B AUM hedge fund is seeking an Execution Quantitative Researcher to join its New York City office. The ideal candidate will have 2-3 years of experience...

Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of the various exchanges and asset classes. Pre market - checking that all required data and processes are...

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...

Responsibilities: Conduct alpha research on intraday, systematic, single name equity options Working collaboratively with a PM and other researchers to develop stat arb and single stock options trading strategies Working with different data sets such as market microstructure data and alt data Requirements: 4-6 years experience generating alpha for...

Quantitative Researcher - US Equities | NYC A top systematic trading pod is looking to add an experienced quant researcher to the team. This team leverages alternative and fundamental data to develop systematic strategies within the US Equities space. This is an excellent opportunity for an experienced individual to take the next step in their career and...

A newly onboarded lead for Quant Development at a Multi-Manager Fund in NYC is looking for an Equity Quant Developer to join their build. This is a greenfield initiative and the team will be imperative to the success of current and future Systematic PMs brought into the firm as they build out critical research/trading infrastructure, tool and ad-hoc research...

Overview of Position:   Research and implement strategies within the firm's automated trading framework. Analyze large data sets using advanced statistical methods to identify trading opportunities. Develop a strong understanding of market structure of various exchanges and asset classes.   Typical Day:   Primary focus throughout the day is on...

Junior Macro Quant Developer | NYC One of the most exciting new PM pods of the year is looking to bring on a Quant Developer to join their small systematic macro team. This team is a collaborative group of hungry researchers and developers running mid-frequency systematic macro strategies. This Quant Developer will sit directly alongside the lead portfolio...

Role: C++ Software Developer Selby Jennings is working with a pioneering high-frequency proprietary trading firm and is on the lookout for talented and experienced C++ Software Developers to join their dynamic team. With a reputation for innovation and excellence in quantitative trading, this firm is dedicated to harnessing cutting-edge technology to drive...

Credit Trader - NYC Hedge Fund A strong performing NYC hedge fund is looking to hire a quantitative credit trader to join the team! This role will serve an integral part of a highly collaborative team, helping lead the research and trading of IG/HY strategies. This is an amazing opportunity for a candidate looking to take the next step in their career with...

About the Company: Selby Jennings is working with a leading global investment firm focused on systematic trading. Working with their highest revenue generating team that team that specializes in systematic trading, deploying cutting-edge quantitative models to trade across multiple asset classes. They leverage advanced algorithms, cutting-edge data science,...

I am working with a Global investment bank that is looking to expand their Corporate bond trading quant team ahead of the new year. Specifically, they are looking to speak with someone who has a foundational quantitative background that is looking to step into a hybrid position. This person would have experience supporting a Corporate bond trading desk and...

You will collaborate with the entire team with the goal of providing recommendations for improving trading algorithm performance, developing methods to compare broker algo trading performance, and evaluating new technology for research and trading. Further responsibilities and requirements below: Minimum 5 years of experience with global market...