Selby Jennings is working with one of the world's premier Hedge Fund. The firm deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.
Role:
Quantitative developer who will join the Central Research Technology team, which builds strategic solutions for research and live trading of quantitative strategies across multiple frequencies and products. This is a unique opportunity to grow your career with the team while building the next generation of research and quant trading systems.
Role/Responsibilities:
- Developing re-usable and performant C++ libraries for macro instrument analytics (FX, Rates, Credit), to be used for research, back-testing, and live trading
- Integrating the analytics libraries into the wider python research infrastructure to allow trading teams to use it in their research and trading processes
- Working with Data Services to source market data to fuel real time and historical analytics
- Reconciliation of calculations against benchmark sources
Requirements:
- 1-5 years of professional software engineering experience in a collaborative environment
- Bachelor's degree or higher in computer science or other quantitative discipline
- Understanding of object oriented programming, design patterns, and data structures
- Experience with software delivery lifecycle and writing production-quality code
- Familiarity with instrument pricing and risk software patterns
- Fluency in C++
- Familiarity in Python
- Experience in Rates and/or Credit products (e.g., bonds and swaps)
- Reasonable quantitative and statistical skills
- Team player with strong pride of ownership
- Detail oriented and quick learner in a fast-paced environment
- Commitment to the highest ethical standards
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