About the company
Selby Jennings are proud to be a leading specialist recruiter in financial sciences & services. Founded in 2004, we help solve the number one challenge: talent. Today, we provide permanent, contract and multi-hire recruitment solutions across specialist sectors including risk management, private wealth management, legal and compliance, investment management, quantitative analytics, financial technology, investment banking, insurance and actuarial, and sales and trading.
Job Summary
Responsibilities will include:
📍Developing a deep understanding of existing alpha QR research and trading methods 📍Research, develop and implement the systems and models to run the teams systematic strategies 📍Communicate your understanding and investment assessments to sub-PM and PMs within the business 📍Build out and management of tools for trading infrastructure, execution and portfolio management
Ideal candidates should possess:
📍 Bachelor's or Master's degree from a prestigious academic institution covering a quantitative domain (Computer Science, Math, Statistics, Financial Engineering) 📍 Proficiency in Python, C++, C# or Java 📍 1+ year of experience working as a Quant Developer, Strategist, Engineer or other front office role 📍 Experience working on or support a systematic investment team highly preferred 📍Exceptional problem solving and analytical skills, with experience managing end-to-end research or development projects
