Selby Jennings
Principal Quantitative Developer (Python)
Selby Jennings, Boston, Massachusetts, us, 02298
About:
Selby Jennings has partnered with multiple teams on the Asset Management arm of a leading buy side firm with offices in Boston, MA and Jersey City, NJ. There are multiple opportunities across asset classes and leveling offerings between Senior, Principal, and Management. These are full time, direct-hire opportunities on a hybrid work model.Qualifications:Minimum of 7 years of professional experience in a developer seatDemonstrated knowledge of mathematics, statistics, and quantitative financeExposure to object-oriented programming (OOP) and design patterns,
Python strongly preferredExtensive experience in quantitative modelingSkilled in a range of database technologies: SQL (Oracle & Snowflake), NoSQL, GraphExperience implementing CI/CD and DevOps best practicesA creative problem solver and a curiosity fueled by keeping up with advanced methodologies and industry trends, especially in the finance communityStrong presentation and communication skills, with a knack for engaging with quant researchers and investment professionalsBachelors and/or Masters within Computer Science, Mathematics, Statistics, Engineering, or equivalentProgress towards CFA (or equivalent) a plusResponsibilities:Analyze and support quantitative asset allocation research and risk management capabilitiesApply advanced analytics and quantitative concepts to support investment needsBuild rapid solutions and software applications to meet urgencyParticipate in the design and documentation of technology architectureCommunicate with quantitative research and technology teams and senior managementPartner with quantitative research analysts to research and implement software solutionsSupport validation and back testing financial modelingAnalyze information to determine, recommend, and plans computer software specifications on major projectsPropose modifications and improvements based on user needDevelop software system testing and validation procedures, programming, and documentation
#J-18808-Ljbffr
Selby Jennings has partnered with multiple teams on the Asset Management arm of a leading buy side firm with offices in Boston, MA and Jersey City, NJ. There are multiple opportunities across asset classes and leveling offerings between Senior, Principal, and Management. These are full time, direct-hire opportunities on a hybrid work model.Qualifications:Minimum of 7 years of professional experience in a developer seatDemonstrated knowledge of mathematics, statistics, and quantitative financeExposure to object-oriented programming (OOP) and design patterns,
Python strongly preferredExtensive experience in quantitative modelingSkilled in a range of database technologies: SQL (Oracle & Snowflake), NoSQL, GraphExperience implementing CI/CD and DevOps best practicesA creative problem solver and a curiosity fueled by keeping up with advanced methodologies and industry trends, especially in the finance communityStrong presentation and communication skills, with a knack for engaging with quant researchers and investment professionalsBachelors and/or Masters within Computer Science, Mathematics, Statistics, Engineering, or equivalentProgress towards CFA (or equivalent) a plusResponsibilities:Analyze and support quantitative asset allocation research and risk management capabilitiesApply advanced analytics and quantitative concepts to support investment needsBuild rapid solutions and software applications to meet urgencyParticipate in the design and documentation of technology architectureCommunicate with quantitative research and technology teams and senior managementPartner with quantitative research analysts to research and implement software solutionsSupport validation and back testing financial modelingAnalyze information to determine, recommend, and plans computer software specifications on major projectsPropose modifications and improvements based on user needDevelop software system testing and validation procedures, programming, and documentation
#J-18808-Ljbffr