What are the responsibilities and job description for the Quantitative Developer - Equities position at Selby Jennings?
Role Overview :
We are seeking an experienced Quantitative Developer to design and implement a robust portfolio-level risk and optimization framework. This role focuses on enhancing risk modeling, exposure analysis, and attribution infrastructure to support a systematic equities trading business. The ideal candidate will have deep expertise in quantitative development, modern engineering practices, and experience collaborating closely with quantitative researchers and portfolio managers.
Key Responsibilities :
- Develop a proprietary risk and optimization framework leveraging Barra-based models.
- Design and maintain infrastructure for risk monitoring, exposure measurement, and performance attribution.
- Construct an attribution system to evaluate systematic trading signals.
- Build scalable data pipelines for efficient extraction, transformation, and loading (ETL) of data from multiple sources, including Barra, Bloomberg, and other financial data providers.
- Implement backtesting and analytical tools to evaluate trading strategies.
Requirements & Qualifications :
Advanced proficiency in Python for quantitative analysis and infrastructure development.
