Selby Jennings
Director, Quantitative Development
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 VP and Director. These are full time, direct-hire opportunities on a hybrid work model.Responsibilities:Building high quality, robust, and efficient solutions, framework, and APIsWorking closely with senior executives, portfolio managers, analysts and researchers to deeply understand experimentation methodology and enable faster, better experiments using technology solutionsCollaborating with other technology team members in a dynamic and fast-paced environmentBuilding scalable, reliable and highly available technology solutions based on engineering best practices in areas such as portfolio construction, risk management, and alpha researchQualifications:Bachelor's (Masters preferred) in a quantitative or computational field such as Computer Science, Applied Mathematics, Statistics, Engineering10+ years of experience in a software engineering environment supporting investment management processes with different asset class securities.Strong software engineering design & development skills, including Python, shell scripting, SQL, JavaStrong AWS cloud technology skills and understanding of CI/CD & DevOpsObject Oriented design & development experience, ideally with Java/PythonFamiliarity with quantitative techniques and methods, statistics, econometricsExperience in designing and developing methods and solutions related to quantitative analytics, risk & pricing modelsFull-stack software development knowledge and critical thinking skills to design optimal solutionsAbility to communicate effectively with multiple stakeholders, including fundamental and quantitative researchers and technology partnersValue Added:Experience with probability, linear regression, time series data analysis and optimizationsExperience with DerivativesExperience in the liquid alternatives, including managed futures, alternative risk premia, global macro, risk parity, convertible arbitrage, l/s equity, merger arbitrage and multi-strategy
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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 VP and Director. These are full time, direct-hire opportunities on a hybrid work model.Responsibilities:Building high quality, robust, and efficient solutions, framework, and APIsWorking closely with senior executives, portfolio managers, analysts and researchers to deeply understand experimentation methodology and enable faster, better experiments using technology solutionsCollaborating with other technology team members in a dynamic and fast-paced environmentBuilding scalable, reliable and highly available technology solutions based on engineering best practices in areas such as portfolio construction, risk management, and alpha researchQualifications:Bachelor's (Masters preferred) in a quantitative or computational field such as Computer Science, Applied Mathematics, Statistics, Engineering10+ years of experience in a software engineering environment supporting investment management processes with different asset class securities.Strong software engineering design & development skills, including Python, shell scripting, SQL, JavaStrong AWS cloud technology skills and understanding of CI/CD & DevOpsObject Oriented design & development experience, ideally with Java/PythonFamiliarity with quantitative techniques and methods, statistics, econometricsExperience in designing and developing methods and solutions related to quantitative analytics, risk & pricing modelsFull-stack software development knowledge and critical thinking skills to design optimal solutionsAbility to communicate effectively with multiple stakeholders, including fundamental and quantitative researchers and technology partnersValue Added:Experience with probability, linear regression, time series data analysis and optimizationsExperience with DerivativesExperience in the liquid alternatives, including managed futures, alternative risk premia, global macro, risk parity, convertible arbitrage, l/s equity, merger arbitrage and multi-strategy
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