Selby Jennings
Sr. Quantitative Developer - Fixed Income Trading
Selby Jennings - New York, New York, us, 10261
Work at Selby Jennings
Overview
- View job
Overview
A leading multi-strategy hedge fund in NYC is looking to hire a Sr. Quantitative Developer to their Credit & Fixed Income team. This will be a high-impact role where you will work in a fast-paced environment, directly alongside the portfolio managers, traders, and quantitative research. You will support a high performing team that run both fundamental and systematic trading strategies in the credit space.
The ideal candidate will have 4+ years of experience, strong programming skills in both Python and C++, a proven track record working in a front office environment, and the ability to communicate effectively with front office stakeholders. The fund is looking to move quickly on this search, and they can wait out non-competes up to 12 months.
Responsibilities:
Develop models and distributed compute systems to effectively manage risk in credit and fixed income portfolios Develop frameworks for pricing, PnL, performance attribution, scenario analysis, and trading decision tools Research enhancements to algos, data feeds, and microservices used for realtime pricing of credit assets Develop trading tools and analytics to portfolio managers Contribute to the development of their centralized trading system Qualifications:
4+ years of experience working in quant development or software engineering Backgrounds from quant development, trading systems engineering, or Strats are preferred Prgramming ability with both Python and C++ Strong communication skills Prior experience working in a front office/trading environment
The ideal candidate will have 4+ years of experience, strong programming skills in both Python and C++, a proven track record working in a front office environment, and the ability to communicate effectively with front office stakeholders. The fund is looking to move quickly on this search, and they can wait out non-competes up to 12 months.
Responsibilities:
Develop models and distributed compute systems to effectively manage risk in credit and fixed income portfolios Develop frameworks for pricing, PnL, performance attribution, scenario analysis, and trading decision tools Research enhancements to algos, data feeds, and microservices used for realtime pricing of credit assets Develop trading tools and analytics to portfolio managers Contribute to the development of their centralized trading system Qualifications:
4+ years of experience working in quant development or software engineering Backgrounds from quant development, trading systems engineering, or Strats are preferred Prgramming ability with both Python and C++ Strong communication skills Prior experience working in a front office/trading environment