What are the responsibilities and job description for the Quantitative Developer position at Selby Jennings?
Derivatives Trading Firm in Chicago looking to bring on a founding engineer/QD to take ownership of both development and quant research. You will work directly with traders, build and enhance trading infrastructure, and contribute to alpha generation with a clear path to CTO as the firm scales. Autonomy & PnL linked comp structure.
Base requirements:
- 3-8 YOE in quantitative finance industry
- Mastery of Python.
- Proficiency with web development. Flask and Dash experience preferred.
- Proficiency with Linux systems, including task automation, remote server management, and bash scripting.
- Proficiency with database management and SQL. Experience with MySQL and SQLAlchemy preferred.
- Proficiency performing complex statistical analysis and backtesting on large datasets using Python (NumPy, Pandas, etc.)
- US citizenship or at least five years of US employment authorization.
No C2C
-Python Development
-Statistical Analysis
-Backtesting
-quant analysis
-alpha generation
-system development
-trading system development
Salary : $250,000 - $450,000
