Selby Jennings
This range is provided by Selby Jennings. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range
$175,000.00/yr - $225,000.00/yr Recruitment Consultant - Quant Research & Trading at Selby Jennings
We are currently working with a new PM at one of the largest multi-managers in the US that is looking to bring on a Quantitative Developer that has experience working on trading infrastructure and implementing trading strategies within the commodities markets. This is a rare opportunity to collaborate with the PM, traders, and researchers to build up the pod's infrastructure from scratch. The position will sit in their Boston office. Key Responsibilities Develop and enhance the team's proprietary research and trading platform. Participate in the research, development, and deployment of new systematic trading strategies. Assist in building and maintaining the team's core infrastructure, with significant opportunities to influence and own architectural decisions. Work closely with the Senior Portfolio Manager and team in a transparent environment, engaging in the entire investment process from idea generation to execution, focusing on the global power-trading space. Requirements: Experience in building backtesting and execution frameworks for continuously traded markets (equities, commodities, etc.). Experience working with large codebases in a low-level language. Familiarity with Rust is a plus but not required. Strong proficiency in Python. Master's or PhD degree in Computer Science, Engineering, Applied Mathematics, Statistics, or a related STEM field (PhD preferred). Excellent communication, analytical, and problem-solving skills. Familiarity with short-term power trading is not required, but experience with the EU or US power markets is a plus. Seniority level
Mid-Senior level Employment type
Full-time Job function
Finance Industries
Financial Services, International Trade and Development, and Securities and Commodity Exchanges
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$175,000.00/yr - $225,000.00/yr Recruitment Consultant - Quant Research & Trading at Selby Jennings
We are currently working with a new PM at one of the largest multi-managers in the US that is looking to bring on a Quantitative Developer that has experience working on trading infrastructure and implementing trading strategies within the commodities markets. This is a rare opportunity to collaborate with the PM, traders, and researchers to build up the pod's infrastructure from scratch. The position will sit in their Boston office. Key Responsibilities Develop and enhance the team's proprietary research and trading platform. Participate in the research, development, and deployment of new systematic trading strategies. Assist in building and maintaining the team's core infrastructure, with significant opportunities to influence and own architectural decisions. Work closely with the Senior Portfolio Manager and team in a transparent environment, engaging in the entire investment process from idea generation to execution, focusing on the global power-trading space. Requirements: Experience in building backtesting and execution frameworks for continuously traded markets (equities, commodities, etc.). Experience working with large codebases in a low-level language. Familiarity with Rust is a plus but not required. Strong proficiency in Python. Master's or PhD degree in Computer Science, Engineering, Applied Mathematics, Statistics, or a related STEM field (PhD preferred). Excellent communication, analytical, and problem-solving skills. Familiarity with short-term power trading is not required, but experience with the EU or US power markets is a plus. Seniority level
Mid-Senior level Employment type
Full-time Job function
Finance Industries
Financial Services, International Trade and Development, and Securities and Commodity Exchanges
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