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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
Full Time
$118k-154k (estimate)
06/26/2024
07/14/2024
The following is the career advancement route for Quantitative Developer positions, which can be used as a reference in future career path planning. As a Quantitative Developer, it can be promoted into senior positions as a Business Application Delivery Manager that are expected to handle more key tasks, people in this role will get a higher salary paid than an ordinary Quantitative Developer. You can explore the career advancement for a Quantitative Developer below and select your interested title to get hiring information.