What are the responsibilities and job description for the Quantitative Developer position at Selby Jennings?
About Us
Join the best team at a leading hedge fund renowned for its cutting-edge strategies and exceptional performance in global markets. We combine deep domain expertise, innovative quantitative models, and advanced technologies to maintain a competitive edge. Our collaborative and fast-paced environment empowers top talent to excel and push boundaries in quantitative finance.
Role Overview
We are seeking a Quantitative Developer to join our elite team, working at the intersection of data science, software engineering, and quantitative research. This role focuses on building robust and scalable tools and models using Python, SQL, and Machine Learning to support the firm’s trading and investment strategies.
As a Quant Developer, you will play a pivotal role in developing and enhancing the team’s analytics and predictive modeling capabilities, ensuring our strategies remain ahead of market trends.
Key Responsibilities
- Design and implement data pipelines and infrastructure to support quantitative research and trading strategies.
- Develop, optimize, and maintain predictive models and machine learning algorithms for use in trading systems.
- Collaborate with quantitative researchers and portfolio managers to design tools and analytics that drive decision-making.
- Build scalable, high-performance applications and systems using Python.
- Write efficient SQL queries to manage, analyze, and extract insights from large datasets.
- Ensure the integrity and quality of data used in models and systems.
- Monitor and fine-tune machine learning models for performance and accuracy.
- Stay ahead of emerging technologies and industry trends to ensure the team remains at the forefront of innovation.
Qualifications
- Bachelor’s, Master’s, or Ph.D. in Computer Science, Mathematics, Engineering, or a related quantitative field.
- Strong programming skills in Python with experience in data analysis and machine learning libraries (e.g., NumPy, pandas, scikit-learn, TensorFlow, PyTorch).
- Proficiency in SQL, with experience in optimizing queries for large-scale datasets.
- Solid understanding of statistics, probability, and quantitative finance concepts.
- Experience with cloud platforms (AWS, Azure, or GCP) is a plus.
- Strong problem-solving skills and a passion for working with complex datasets and models.
- Excellent communication and collaboration skills, with the ability to thrive in a team-driven environment.
- Prior experience in a hedge fund, asset management, or financial services setting is highly desirable.
Preferred Skills
- Familiarity with financial markets and instruments, including equities, derivatives, and fixed income.
- Knowledge of distributed computing frameworks such as Spark.
- Experience with containerization and orchestration tools (Docker, Kubernetes).
- Exposure to time-series analysis and forecasting techniques.
Why Join Us?
- Be part of a world-class team driving the firm’s success with innovative quantitative solutions.
- Work in a culture that values collaboration, curiosity, and continuous learning.
- Access cutting-edge tools, data, and resources to fuel your creativity and impact.
- Competitive compensation and benefits package aligned with top-tier performance.
