Selby Jennings · 6 days ago
Quantitative Trading Developer
Selby Jennings is a leading global investment firm expanding its systematic trading platform. They are hiring a Quantitative Trading Developer to work closely with traders and portfolio managers, focusing on execution and trading analytics to improve trading outcomes.
BankingEmploymentRecruiting
Responsibilities
Analyzing how systematic trades perform once they're live in the market and identifying ways to improve execution efficiency
Building and enhancing Python‑based analytics around transaction costs, market impact, and execution quality
Working with granular market data, including high‑frequency pricing and order‑level information
Developing dashboards, reports, and tooling that traders actually use to evaluate execution decisions
Partnering with trading and quantitative teams to turn ideas into scalable, production‑ready solutions
Contributing to a codebase that values robustness, readability, and good engineering discipline
Qualification
Required
A MS or PHD in computer science, mathematics, statistics, financial engineering, or a related quantitative field
Roughly 1-3 years of professional experience in a trading, quantitative, or market‑facing engineering role
Strong Python skills, particularly for data analysis and numerical work
Comfort working with large time‑series datasets and an interest in market microstructure and execution
Someone who's curious, self‑driven, and excited to learn within a fast‑moving trading environment
Preferred
Exposure to SQL and time‑series or columnar data stores is helpful but not required
Company
Selby Jennings
Global recruitment firm specialising in Banking
Funding
Current Stage
Late StageRecent News
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2025-09-30
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2025-05-03
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