Selby Jennings
Jr. Quant Developer
Selby Jennings, Boston, Massachusetts, us, 02298
Job Description:
We are seeking a highly skilled and motivated Quantitative Developer to join our elite team. The ideal candidate will be responsible for designing, developing, and implementing quantitative models and strategies that enhance our trading systems. You will work closely with quantitative analysts, traders, and other developers to create robust and efficient solutions in a fast-paced, data-driven environment.
Key Responsibilities:
Develop, implement, and maintain quantitative models and algorithms for trading strategies.
Collaborate with quantitative researchers to translate mathematical models into code.
Optimize and enhance existing trading systems to improve performance and reliability.
Conduct rigorous back-testing and simulation of trading strategies to validate effectiveness.
Integrate and manage large data sets from diverse sources to support quantitative analysis.
Work closely with traders to understand requirements and provide technical solutions.
Ensure code quality and maintainability through best practices in software development.
Stay up-to-date with the latest advancements in quantitative finance and technology.
Qualifications:
Bachelor's, Master's, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related field.
Strong programming skills in languages such as Python, C++, Java, or similar.
Solid understanding of algorithms, data structures, and object-oriented programming.
Experience with quantitative modeling, statistical analysis, and machine learning techniques.
Proficiency in working with large data sets and databases (SQL, NoSQL).
Knowledge of financial markets, trading systems, and electronic trading.
Excellent problem-solving skills and the ability to work under pressure.
Strong communication skills and the ability to work effectively in a team-oriented environment.
Preferred Qualifications:
Experience in a similar role within a hedge fund, investment bank, or financial services firm.
Familiarity with high-frequency trading (HFT) and low-latency systems.
Knowledge of risk management and portfolio optimization techniques.
Experience with cloud computing platforms (AWS, GCP, Azure).
Contributions to open-source projects or publications in relevant fields.
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We are seeking a highly skilled and motivated Quantitative Developer to join our elite team. The ideal candidate will be responsible for designing, developing, and implementing quantitative models and strategies that enhance our trading systems. You will work closely with quantitative analysts, traders, and other developers to create robust and efficient solutions in a fast-paced, data-driven environment.
Key Responsibilities:
Develop, implement, and maintain quantitative models and algorithms for trading strategies.
Collaborate with quantitative researchers to translate mathematical models into code.
Optimize and enhance existing trading systems to improve performance and reliability.
Conduct rigorous back-testing and simulation of trading strategies to validate effectiveness.
Integrate and manage large data sets from diverse sources to support quantitative analysis.
Work closely with traders to understand requirements and provide technical solutions.
Ensure code quality and maintainability through best practices in software development.
Stay up-to-date with the latest advancements in quantitative finance and technology.
Qualifications:
Bachelor's, Master's, or PhD in Computer Science, Engineering, Mathematics, Physics, or a related field.
Strong programming skills in languages such as Python, C++, Java, or similar.
Solid understanding of algorithms, data structures, and object-oriented programming.
Experience with quantitative modeling, statistical analysis, and machine learning techniques.
Proficiency in working with large data sets and databases (SQL, NoSQL).
Knowledge of financial markets, trading systems, and electronic trading.
Excellent problem-solving skills and the ability to work under pressure.
Strong communication skills and the ability to work effectively in a team-oriented environment.
Preferred Qualifications:
Experience in a similar role within a hedge fund, investment bank, or financial services firm.
Familiarity with high-frequency trading (HFT) and low-latency systems.
Knowledge of risk management and portfolio optimization techniques.
Experience with cloud computing platforms (AWS, GCP, Azure).
Contributions to open-source projects or publications in relevant fields.
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