About: Selby Jennings has partnered with multiple teams on the Asset Management arm of a leading buy side firm with offices in Boston, MA and Jersey City, NJ. There are multiple opportunities across asset classes and leveling offerings between Senior, Principal, and Management. These are full time, direct-hire opportunities on a hybrid work model.
Qualifications:
Minimum of 7 years of professional experience in a developer seat
Demonstrated knowledge of mathematics, statistics, and quantitative finance
Exposure to object-oriented programming (OOP) and design patterns, Python strongly preferred
Extensive experience in quantitative modeling
Skilled in a range of database technologies: SQL (Oracle & Snowflake), NoSQL, Graph
Experience implementing CI/CD and DevOps best practices
A creative problem solver and a curiosity fueled by keeping up with advanced methodologies and industry trends, especially in the finance community
Strong presentation and communication skills, with a knack for engaging with quant researchers and investment professionals
Bachelors and/or Masters within Computer Science, Mathematics, Statistics, Engineering, or equivalent
Progress towards CFA (or equivalent) a plus
Responsibilities:
Analyze and support quantitative asset allocation research and risk management capabilities
Apply advanced analytics and quantitative concepts to support investment needs
Build rapid solutions and software applications to meet urgency
Participate in the design and documentation of technology architecture
Communicate with quantitative research and technology teams and senior management
Partner with quantitative research analysts to research and implement software solutions
Support validation and back testing financial modeling
Analyze information to determine, recommend, and plans computer software specifications on major projects
Propose modifications and improvements based on user need
Develop software system testing and validation procedures, programming, and documentation