Selby Jennings is looking for a Senior Quantitative Developer to join one of the largest publicly traded hedge funds globally. The firm is looking to build out their Alpha Technology Team, where the candidate will work closely with the Researchers and Traders to maintain success of the firms in-house quantitative platform. The candidate will be required to design, build, and monitor critical systems, implement new signals, analyze datasets, and develop portfolio optimization toolkits. The firm writes all their code in Python with the full scientific stack (NumPy, SciPy, Pandas) and runs almost all code on Linux.
- 3+ years working as a developer at a financial institution.
- Strong expertise coding in Python, SQL and Git
- Bachelors degree in Computer Science, Engineering, Mathematics, or any computational related field
- Strong verbal and communication skills
- Manages approximately $32B in assets under management
- Flat structured, collaborative, team environment
- 401K, competitive compensation, health benefits