Selby Jennings
A newly launched systematic macro pod at a leading multi-manager hedge fund is looking to expand its team. Led by a Portfolio Manager who recently transitioned from another top-tier multi-manager after completing a non-compete, this is a rare opportunity to join a high-caliber, entrepreneurial, and fast-growing team from the ground up.
The pod focuses on systematic macro research across Fixed Income, FX, Equity Index, and Commodities, and is seeking to hire a Quantitative Developer. This role offers significant career growth, hands-on experience, and the chance to make a real impact in a collaborative and intellectually rigorous environment.
Responsibilities:
Building and maintaining internal tools and libraries that support research and trading workflows Designing and managing robust data pipelines to ensure clean, reliable inputs Monitoring live strategies and identifying areas for performance tuning Developing execution systems that integrate seamlessly with research and production environments Contributing to a transparent, team-first culture where infrastructure and research go hand in hand Gaining hands-on exposure to alpha generation in macro markets, with a clear path toward a hybrid quant developer/researcher role Requirements:
Proficiency in Python and experience working with data-centric libraries like Pandas, NumPy, SciPy, or Polars A track record of building reusable codebases or libraries in a trading or research setting A degree in a quantitative field (e.g., Applied Math, Physics, Engineering, Computer Science); advanced degrees are welcome, but strong bachelor's-level candidates will also be considered A curious mindset, strong attention to detail, and a drive to solve complex problems Interest in alpha research and a desire to work at the intersection of development and investment strategy Additional Required Experience:
2-5 years of hands-on experience in a quantitative trading environment, especially in infrastructure or tooling Familiarity with macro-focused intraday strategies Exposure to machine learning techniques applied to trading or research
The pod focuses on systematic macro research across Fixed Income, FX, Equity Index, and Commodities, and is seeking to hire a Quantitative Developer. This role offers significant career growth, hands-on experience, and the chance to make a real impact in a collaborative and intellectually rigorous environment.
Responsibilities:
Building and maintaining internal tools and libraries that support research and trading workflows Designing and managing robust data pipelines to ensure clean, reliable inputs Monitoring live strategies and identifying areas for performance tuning Developing execution systems that integrate seamlessly with research and production environments Contributing to a transparent, team-first culture where infrastructure and research go hand in hand Gaining hands-on exposure to alpha generation in macro markets, with a clear path toward a hybrid quant developer/researcher role Requirements:
Proficiency in Python and experience working with data-centric libraries like Pandas, NumPy, SciPy, or Polars A track record of building reusable codebases or libraries in a trading or research setting A degree in a quantitative field (e.g., Applied Math, Physics, Engineering, Computer Science); advanced degrees are welcome, but strong bachelor's-level candidates will also be considered A curious mindset, strong attention to detail, and a drive to solve complex problems Interest in alpha research and a desire to work at the intersection of development and investment strategy Additional Required Experience:
2-5 years of hands-on experience in a quantitative trading environment, especially in infrastructure or tooling Familiarity with macro-focused intraday strategies Exposure to machine learning techniques applied to trading or research