Quant Recruiters & Head Hunters in Finance & Trading

Selby Jennings: Specialist Talent Partner in Quantitative Analytics, Research & Trading Recruitment

Selby Jennings is a leading quants recruitment specialist talent partner for financial sciences & services. Our global Quants team supports permanent, contract, and multi-hire talent solutions from our offices across three continents.

For nearly 20 years, top financial firms and professionals have benefitted from our extensive talent acquisition, proven hiring experience, and growing global network. Our expert quant recruiters advise applicants and businesses alike on hiring trends that recruiters are looking for in top quant candidates, navigating extensive interview models, and providing expert insight on Quants professionals on benchmarking benefits packages and salaries to assist top quant analysts, developers, and expert traders in stock market through their career moves.

If you're a Quants professional on a mission for Quantitative Research jobs, the Selby Jennings global Quants team aims to be your trusted talent partner in supporting you through your recruitment journey with industry-leading firms, from global investment banks, boutique hedge funds, and management consultancies, to software providers, and everything in between.

Submit your quant CV/resume today and one of our talent consultants will get back to you if a role fits your profile.

Selby Jennings is the 2021 award winner for ‘Best Executive Search – Quant’ by HFM in the European Quant Services Awards, as well as being named last year’s Best Executive Search Firm by HFM for the US.

To learn more about our extensive talent recruitment services for clients to attract and hire top Quants talent, request a call back today.

If you're a Quantitative Research & Trading professional, please register your CV/resume.

If you're looking for Quantitative Research & Trading talent, please register your vacancy today.

Benefits of working with the quants recruitment team at Selby Jennings

We are a specialist Quantitative Research & Trading Recruiter. Among the many benefits of working with Selby Jennings’ global Quantitative Research & Trading team are:

Experience

We have nearly 20 years of experience as a leading Quants recruiter.

Network

A vast, global network of the best, in-demand professionals, working with the world’s largest financial institutions to innovative start-ups and beyond.

Knowledge

Our award-winning talent specialists offer bespoke, tailored guidance on the latest hiring trends and industry news to help you achieve your goals.

Selby Jennings is committed to cultivating enduring partnerships rooted in trust, honesty, and shared prosperity. Our quant head hunters bring proven experience in providing custom recruitment solutions to support your unique job seeking needs.

Start your journey with us today by submitting your CV or your quant vacancy. Our team eagerly awaits the opportunity to discuss how we can collaborate to efficiently and effectively fulfill your Quantitative Research & Trading hiring journey.

Our expertise in Quantitative Research & Trading recruitment

In the intricate landscape of finance, Quantitative Research & Trading professionals are indispensable. As data analysis and financial forecasting for businesses becomes increasingly crucial, highly-specialized Quant Developer, Analyst, and Trader roles are in high demand across the US, Europe, and Asia.

Selby Jennings is a specialized quants recruiter specialist with a global network and on-the-ground insight into the hiring landscape. Check out below our featured quant roles and our latest news and insights into the Quantitative Research & Trading industry.

Execution Quantitative Researcher - FX/Futures

Job Title: Execution Quantitative Researcher - FX/Futures Location: New York (4 days in-office, Monday- Thursday) Compensation: Total compensation ~ $250K Firm: $14B AUM Hedge Fund Overview: A leading $14B AUM hedge fund is seeking an Execution Quantitative Researcher to join its New York City office. The ideal candidate will have 2-3 years of experience in algorithmic execution for FX, futures, or equities, with a strong preference for candidates specializing in FX or futures execution. This role focuses on optimizing execution strategies and analyzing trading flows, making it integral to the fund's trading operations. Key Responsibilities: Develop, refine, and optimize algorithmic execution strategies for FX and/or futures markets. Analyze and monitor trading flow to identify patterns and areas for improvement. Build and enhance impact cost models and other analytics to assess execution costs. Collaborate closely with portfolio managers, traders, and other researchers to integrate execution insights into trading strategies. Maintain a focus on ensuring minimal slippage and optimal execution across targeted asset classes. Qualifications: 2-3 years of experience in algorithmic execution for FX, futures, or equities. Strong understanding of execution cost modeling and market impact analysis. Deep familiarity with FX or futures markets is strongly preferred, as equities capabilities are well-developed within the team. Proficiency in quantitative programming and statistical analysis, with skills in Python, R, or similar languages. Ability to work effectively in a collaborative and fast-paced hedge fund environment. Master's, or PhD in a quantitative discipline such as mathematics, computer science, engineering, or finance. Benefits and Compensation: Highly competitive compensation with a total package of approximately $250K. Opportunity to work with a collaborative and high-performing team at one of the industry's leading hedge funds. Flexible hybrid schedule with 4 days in-office per week.

US$225000 - US$250000 per year + (figure inclusive of performance bonus)

New York

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Quantitative Futures Trader

We are seeking a Quantitative Futures Trader with at least 1 year of experience to join a dynamic team. In this role, you will develop and execute data-driven trading strategies in futures markets while collaborating closely with traders, researchers, and developers. Key Responsibilities: Develop and refine quantitative trading strategies in futures markets. Monitor and manage trades in real-time, ensuring adherence to risk guidelines. Work collaboratively with a multidisciplinary team of traders, researchers, and developers to enhance strategy performance and execution. Analyze historical and live market data to identify profitable opportunities and improve existing models. Qualifications: 1+ years of experience at a proprietary trading firm, hedge fund, or similar environment. Proficiency in Python or C++ for quantitative research and strategy development. Hands-on experience working on a trading desk with exposure to other traders, researchers, and developers. Strong analytical and problem-solving skills with an understanding of market microstructure and risk management. What We Offer: A collaborative and innovative environment. Competitive compensation tied to performance. Opportunities for growth and skill development. Opportunity to work with industry veterans from top firms and academic minds.

US$100000 - US$200000 per annum + Bonus

Chicago

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Quantitative Trader - Futures/FX

We are looking for an experienced Quantitative Trader with a strong background in managing production of systematic Futures/FX trading strategies. As part of a highly collaborative and dynamic team, you will be responsible for leading the full strategy lifecycle, from risk management to execution and continuous performance monitoring. This role will give you the opportunity to contribute to the success of a high-performing multi-strategy hedge fund. Key Responsibilities: End-to-End Strategy Management: Lead the full lifecycle of systematic Futures/FX trading strategies, from design and back testing to execution and continuous performance monitoring. Manage all aspects of strategy production, including risk management, trade execution, and ongoing optimisation. Risk & Performance Monitoring: Oversee and continuously monitor strategy performance, risk exposure, signal behaviour, and execution metrics. Implement adjustments to improve profitability, reduce risk, and enhance overall strategy efficiency. Scalable Strategy Development: Focus on designing and implementing scalable, robust trading strategies that perform well across different market conditions, ensuring the strategies can grow with increasing capital and adapt to new market trends. Optimization & Refinement: Leverage historical and real-time data to optimize trading models and execution algorithms. Identify areas for strategy improvement and implement data-driven enhancements to optimize risk/reward profiles. Collaboration & Insights: Work closely with portfolio managers, risk managers, and other quantitative researchers to refine models, improve execution, and ensure that strategies align with the broader investment goals of the firm. Market Insights & Research: Stay abreast of market trends, trading strategies, and innovations in quantitative finance to inform strategy development and performance enhancements. Requirements: Experience: At least 2 years of experience as a quantitative trader, with a focus on developing and managing systematic Futures/FX trading strategies. Track Record: Strong track record of successfully managing the production and performance of Futures/FX-based trading strategies. Quantitative Skills: Solid understanding of quantitative finance, including statistical analysis, machine learning, and financial modelling. Programming Skills: Proficiency in Python or similar for strategy development, backtesting, and optimisation. Market Knowledge: Deep understanding of Futures/FX markets, trading mechanics, and risk management practices. Risk Management: Proven ability to implement effective risk management frameworks for systematic trading strategies. Scalability Focus: Experience developing scalable trading strategies that can adapt to changing market conditions and evolving capital bases. Collaboration: Excellent communication skills, with the ability to collaborate effectively across different teams (research, risk, technology, and portfolio management). Education: A degree in a quantitative field such as Mathematics, Physics, Computer Science, Engineering, or similar. A master's degree or PhD is a plus.

Negotiable

Paris

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Quantitative Portfolio Manager

Role Overview We are seeking experienced traders with proven systematic or semi-systematic trading strategies to join our team. The ideal candidate will bring intellectual property (IP) in the form of a well-defined trading strategy, which leverages quantitative, algorithmic, or data-driven techniques. In return, the firm will provide access to robust trading infrastructure, competitive capital allocation, and support resources to optimize and scale your performance. Key Responsibilities Implement and execute systematic or semi-systematic trading strategies with firm-provided capital. Conduct quantitative research and development surrounding your strategies. Continuously refine, test, and optimize your strategies using cutting-edge tools and resources. Collaborate with the firm's developers, quants, and risk management teams to enhance strategy performance and scalability. Adhere to risk management parameters while maximizing strategy profitability. Maintain the confidentiality and security of your intellectual property. What We Provide Capital: Significant funding to scale your strategy. Technology: Access to a high-performance trading platform, infrastructure, and proprietary data feeds. Resources: Support from the established firm. Flexibility: Freedom to work remotely or from our offices. Incentives: Competitive profit-sharing arrangements with high earning potential. Qualifications Demonstrated track record of profitable trading with a systematic or semi-systematic strategy (track record will be required). Ability to bring intellectual property without sacrificing that of others. Strong programming skills (e.g., Python, R, C++, or similar) and experience with algorithmic trading systems. Deep understanding of financial markets and market microstructure. Excellent quantitative and analytical skills. Self-motivated, disciplined, and capable of working independently. Preferred Areas Futures, options, equities, RV Mid to high-frequency strategies Live capital under $100mm

US$75000 - US$175000 per annum + PnL Split

Chicago

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experienced T0 quant researcher

We have a current opportunity for a t0 QR on a permanent basis. The position will be based in Shanghai. For further information about this position please apply. Role Responsibility full stack daily frequency strategy development on A Share equities work closely with the pm on portfolio optimisation algo model construction The Ideal Candidate Bachelors degree or above from top schools in mathematical degree at least 3 years of quantitative analysis experiences have a deep understanding of financial markets programming proficiency in Python or C++

Negotiable

Shanghai

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Quantitative Researcher: Mid-Frequency Equities

A Quant Equity PM embedded in a Multi-Strategy Hedge Fund in NYC is actively seeking an Equity Stat Arb Quant Researcher to join their team in 2025. The PM has worked on the platform for 5+ years and has been very successful in mid-frequency stat arb strategies. This is a growth hire within their pod and are looking looking for someone with a proven track-record in end-to-end strategy development to drive new streams of PnL in the group. This role will allow for the incoming QR to be mentored by a veteran PM, collaborate with other QRs within the team, have access to robust research/trading systems and a wide-array of datasets for signal research. The ideal candidate for the team will have: 2+ years equity stat arb experience (hedge fund or prop trading) Exposure to end-to-end strategy lifecycle from ideation to productionization Strong Python coding Experience using fundamental data for signal research Advanced STEM degree Strong communication skills and desire to work in a collaborative team

US$400000 - US$700000 per year

New York

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Quantitative Researcher - Intraday Futures and Equities

Job Description: Quantitative Researcher - Intraday Futures and Equities Location: Berkeley, California Firm Overview: A premier hedge fund known for its innovative and systematic trading strategies is expanding its team in Berkeley, California. With the arrival of a new Portfolio Manager in April 2025-an accomplished leader from a leading Machine Learning quantitative trading firm-the team is seeking top-tier talent to drive intraday trading strategies in Futures and Equities. Position Overview: We are looking for a Quantitative Researcher with a strong foundation in Machine Learning, a PhD in a quantitative discipline, and 2-10 years of experience at a quantitative trading firm. The successful candidate will develop and implement cutting-edge intraday strategies leveraging Machine Learning techniques across futures and equities markets. Key Responsibilities: Conduct alpha research and develop intraday trading strategies for futures and equities. Apply advanced Machine Learning techniques to discover novel trading signals and optimize existing models. Collaborate closely with the PM to refine and implement trading ideas using a systematic approach. Backtest and validate strategies with a focus on scalability, robustness, and performance. Monitor and analyze strategy performance, ensuring continuous improvement and adaptation to market conditions. Qualifications: PhD required in a quantitative field such as Mathematics, Computer Science, Physics, Statistics, or a related discipline. 2-10 years of experience at a quantitative trading firm, with a track record of success in developing trading strategies. Deep expertise in Machine Learning applications for quantitative trading. Strong programming skills in Python, C++, or similar; proficiency in statistical modeling tools and frameworks. Experience with large-scale data analysis and high-frequency datasets. Exceptional problem-solving skills, creativity, and a strong attention to detail. Why Join Us? Be part of an innovative team led by a visionary PM with a proven track record in Machine Learning-driven trading. Access to cutting-edge technology, data, and resources to design and execute world-class strategies. Collaborative and intellectually stimulating environment in the heart of Berkeley, California. Application Instructions: If you meet the qualifications and are excited to work at the forefront of quantitative trading, please apply with your CV detailing your relevant experience and achievements.

US$500000 - US$600000 per year + estimate inclusive of performance bonus

Berkeley

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Sector Data Quantitative Researcher

Job Description: Sector Data Quantitative Researcher Firm Overview: Join a leading Hedge Fund Pod known for its innovative use of alternative data to generate alpha across markets. The team excels in extracting insights from unconventional datasets, driving cutting-edge research and superior investment outcomes. Position Overview: We are seeking an experienced Sector Data Quantitative Researcher to expand our capabilities beyond consumer data. The ideal candidate will bring expertise in alternative data applications across one or more complementary sectors such as Technology, Media & Telecommunications (TMT), Financials, Healthcare, or Industrials. This role requires a proven ability to source, analyze, and integrate novel datasets to support investment decision-making. Key Responsibilities: Source, evaluate, and onboard alternative data sets relevant to specific sectors (TMT, Financials, Healthcare, Industrials, etc.). Develop quantitative models and algorithms to extract actionable insights from structured and unstructured data. Collaborate with portfolio managers, analysts, and other researchers to integrate data-driven insights into the investment process. Conduct in-depth sector-specific data analysis to uncover trends, risks, and opportunities. Maintain a forward-looking perspective on alternative data trends and emerging technologies, ensuring continuous improvement in data acquisition and processing methodologies. Qualifications: 5+ years of experience working with alternative data, with demonstrated success in leveraging such data for sector-specific research. Deep understanding of at least one sector outside of consumer data, such as TMT, Financials, Healthcare, or Industrials. Strong programming skills in Python, R, or similar languages; experience with data visualization tools is a plus. Familiarity with database technologies and large-scale data processing frameworks (e.g., SQL, Spark). Excellent problem-solving skills and the ability to translate complex data into clear, actionable insights. Advanced degree in a quantitative field such as Data Science, Statistics, Economics, or Engineering. Why Join Us? Work in a dynamic and collaborative environment at the intersection of data science and finance. Access cutting-edge tools and resources to explore and analyze novel data sources. Be part of a team that values intellectual curiosity and rewards innovation. Location: New York, New York Application Instructions: If you are passionate about leveraging alternative data to drive investment decisions and have the sector expertise we are looking for, please apply with your resume detailing your relevant experience.

US$450000 - US$650000 per year + estimate inclusive of performance bonus

New York

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Front Office Developer

Why You'll Love This Job: You're a trailblazer, excited to dive into the innovative and disruptive world of cryptocurrency. You thrive on full-cycle application development, from gathering requirements to providing production support. Automating trading processes and peripherals to maximize efficiency with minimal manual intervention is your passion. You're eager to expand your knowledge in both financial and technical domains. You have a strong work ethic and aim for high performance in a fast-paced trading environment. As a Developer, You Will: Assist in developing applications and tools to support front office trading. Help maintain and enhance our proprietary algorithmic trading engine, connectivity to over 60 exchanges, peripheral applications, and user interfaces using the latest .NET and C++ technologies to support our 24/7 trading activities. Investigate production issues, identify root causes, and propose solutions. Work in an international team of like-minded professionals in an agile and autonomous environment. Collaborate with senior teammates to explore the latest technologies and industry best practices. When appropriate, design and integrate changes to expand our system's capabilities, lower latency, and improve performance. Participate in an on-call rotation to ensure our global operations run smoothly around the clock. Required Skillset: A university degree in Computer Science, Software Engineering, or related disciplines. Proficiency in writing clean and efficient code in Rust or C#, or any other object-oriented programming language (e.g., Java). A strong interest in trading, financial markets, and blockchain technologies. A commitment to the reliability, scalability, and maintainability of your deliverables. Enjoyment in analyzing and solving complex problems with elegant solutions. Experience with multithreading, web protocols (e.g., WebSocket, RESTful), or high throughput/low latency design (a plus). An understanding of the dynamic nature of the cryptocurrency business and a willingness to go beyond the traditional 9-6 work schedule.

Up to HK$48000 per annum

Hong Kong

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Quantitative Trader - Options Market Making

A Chicago based Proprietary trading firm with a 20+ year track record is looking to bring on a Quantitative Trader with significant options market making experience. The firm is well known for their top tier technology and hardware as well as their ultra collaborative environment. As a trader you will collaborate closely with researchers and developers to create and optimize algorithmic trading strategies. Responsibilities: Collaborate with researchers and traders to optimize and enhance existing strategies Monitor and reconcile trade positions throughout the day Research new opportunities for growth and pursue the expansion of market share Qualifications: 3+ years of post-graduate experience working on high frequency trading strategies at a prop firm B.S. / M.S. / PhD in CS, stats, Mathematics, Physics from a top 25 university Proven success of developing models in a high frequency trading environment Proficiency in Python or C++

US$200000 - US$300000 per annum

Chicago

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Operational Risk Analyst

Our client is a pioneering fintech company focused on delivering innovative solutions for digital assets and digital currency. Their Frankfurt-based team drives regulatory-compliant, secure, and efficient financial services for clients in a rapidly evolving digital finance ecosystem. As they expand, they are seeking a skilled and motivated Risk Controller to support the risk management function, ensuring compliance, operational efficiency, and robust risk mitigation. Job Summary: As a Risk Controller, you will play a crucial role in managing operational risk across the German entity of the Fintech. You will implement and maintain risk management frameworks, particularly those aligned with MaRisk (Minimum Requirements for Risk Management) and KWG (German Banking Act) regulations. Your responsibilities will span operational risk management, contact with outsourcing and business continuity management (BCM) functions, and regular reporting to stakeholders. In this role, you will support the implementation of sound risk practices and provide critical insights to support decision-making in a complex regulatory environment. The position requires fluency in English, with German proficiency preferred. Key Responsibilities: Operational Risk Management Develop, implement, and monitor risk frameworks and controls to manage operational risks. Conduct risk assessments and identify potential threats to organizational operations, aligning with MaRisk and KWG requirements. Collaborate with business units to address, mitigate, and resolve operational risks as they arise. Risk Framework and Compliance Ensure the company's risk management practices comply with regulatory requirements, including MaRisk and KWG standards. Develop and maintain risk reporting processes, ensuring clear, timely, and accurate communication with management and relevant stakeholders. Contribute to the enhancement of the company's risk management policies and procedures. Outsourcing Management Coordinate with outsourcing partners and ensure compliance with regulatory standards for third-party risk. Conduct periodic reviews and assessments of outsourced functions, providing reports and action plans to ensure alignment with risk frameworks and continuity plans. Business Continuity Management (BCM) Work closely with the BCM team to develop, test, and improve business continuity strategies. Assist in establishing risk mitigation and response plans to protect critical functions in the event of disruptions. Stakeholder Communication Report on risk exposure, key risk indicators, and mitigation efforts to senior management. Serve as the primary point of contact for operational risk-related topics, ensuring strong communication and alignment with internal and external stakeholders. Qualifications: Education: Bachelor's or Master's degree in Finance, Business Administration, Risk Management, or a related field. Experience: Minimum of 3-5 years in operational risk management or a related role in the financial services sector; experience with fintech or digital assets is a plus. Regulatory Knowledge: Strong understanding of MaRisk, KWG, and other relevant German and EU regulatory frameworks. Languages: Fluency in English is required; proficiency in German is highly preferred. Skills and Competencies: Analytical Skills: Excellent analytical and problem-solving skills, with the ability to assess and mitigate complex risks. Communication: Strong written and verbal communication skills, capable of conveying complex concepts to diverse stakeholders. Detail-Oriented: High level of attention to detail, with the ability to produce accurate reports and documentation. Proactive Attitude: A self-starter who can work independently while managing multiple tasks and projects. Collaborative Mindset: Ability to work effectively with cross-functional teams, building strong relationships with business units and external partners. Why Join Our Client? Be part of a forward-thinking fintech company at the forefront of digital finance innovation. Work in a dynamic and collaborative environment with opportunities for professional growth. Enjoy a competitive compensation package and benefits. If you're ready to contribute to a high-growth environment and help build a resilient, risk-aware culture, we invite you to apply!

Negotiable

Frankfurt am Main

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Quantitative Researcher (Equity Options)

Responsibilities: Conduct alpha research on intraday, systematic, single name equity options Working collaboratively with a PM and other researchers to develop stat arb and single stock options trading strategies Working with different data sets such as market microstructure data and alt data Requirements: 4-6 years experience generating alpha for single stock options or statistical arbitrage at a hedge fund or prop trading firm Experience working with microstructure and alt data in an alpha research capacity Strong technical skills with proficiency in Python for data analysis and research Advanced Degree in a Quantitative field (Statistics, Computer Science, Mathematics, Electrical Engineering, etc.) Strong communication skills and the ability to work in a collaborative environment

US$200000 - US$500000 per year

Manhattan

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Quantitative Research & Trading News & Insights

Quantitative-Research-and-Trading

The Quantitative Edge

The global quant fund market size was valued at over US $16 trillion in 2023, with the USA holding a significant share. As this market is expected to reach US $31.4 trillion by 2031, the demand for quants professionals continues to grow each year, while talent shortages are at an all-time high.To address these challenges, Selby Jennings has released The Quantitative Edge, a comprehensive report that provides organizations and professionals with a better understanding of the talent challenges, opportunities, and hiring strategies in the world of quants.Discover in the report:Global trends in the quants space impacting the hiring marketSalary guidance for the USA, Europe, and APACTop tips to secure quants talentKey takeaways for hiring managers to consider when making their next hireKey takeaways for professionals to reflect on when moving roles Expert insights from Selby Jennings’ Director of Quants - New York, and Head of Quants - LondonWhether you’re a hiring manager looking to attract and retain your team, or a quants professional considering your next career move, this report has plenty of relevant and crucial takeaways for you.Download the report by filling in your details below:

Quantitative-Research-and-Trading

The Best Cities for Quantitative Analyst Jobs

Quantitative Analytics, Research & Trading professionals use mathematical and statistical techniques to analyze financial data, markets, and instruments. Data scientists, quant portfolio managers, programmers, and developers are constantly in high demand in the financial industry, as they help to optimize trading strategies, price securities and derivatives, and manage various types of risk. Quants work across a variety of firms, such as banks, hedge funds, insurance companies, consulting firms, and software companies.But where are the best places to work as a quant? Offering insights to quants considering potential relocation opportunities, and hiring managers looking to attract top quant talent, here are five cities that offer attractive career moves for quantitative analysts, researchers, or traders, based on factors such as average salary, job availability, and quality of life. These are:LondonLondon is one of the world’s leading financial centres, and home to many global banks, asset managers, and hedge funds. It is also a hub for innovation and research, with prestigious universities and institutions such as the London School of Economics, Imperial College London, and the Bank of England. The average salary for a quantitative analyst in London is roughly 240% higher than the national average. London also offers a rich and diverse cultural and social scene, with countless attractions, events, and activities to enjoy.Our latest Salary Guide for Europe covers compensation for a number of roles in London.New YorkNew York is another major financial capital, and the headquarters of many prominent Wall Street firms, such as Goldman Sachs, JPMorgan Chase, and Morgan Stanley. Prop trading firms and hedge funds are also heavily concentrated in New York and need quants to develop complex mathematical models for revenue generation. It is also a center for academic excellence, with renowned universities such as Columbia, NYU, and Cornell. New York is also known as the city that never sleeps, with endless options for entertainment, dining, shopping, and nightlife. For insights regarding salary expectations in New York, download our latest Salary Guide, which provides valuable salary and compensation benchmarks to help guide you with your job search or career planning.Hong KongHong Kong is a dynamic and fast-growing financial hub in Asia and a gateway to the Chinese market. It hosts many international and local banks, securities firms, and hedge funds, as well as the Hong Kong Stock Exchange, one of the largest and most liquid in the world. Hong Kong also offers a vibrant and cosmopolitan lifestyle, with a mix of Eastern and Western cultures, and stunning natural scenery. Demand for quants is growing, with us observing a 24% growth in quantitative recruitment vacancies in Hong Kong YOY. Looking for hiring insights and Salary Guides? Download our latest APAC Quantitative Analytics, Research & Trading Salary Guide for more information.SingaporeSingapore is another leading financial center in Asia, and a regional hub for wealth management, fintech, and innovation. It attracts many global and local financial institutions, such as DBS, UBS, and Credit Suisse, as well as the Singapore Exchange, one of the most advanced and efficient in the world. Singapore also boasts a high quality of life, with a stable and safe environment, a diverse and harmonious society, and a tropical climate, and the city is seeing growth in quantitative analyst jobs, and again here at Selby Jennings we’ve seen a 19% uplift YOY for quants open vacancies.ChicagoChicago is the third-largest city in the US, and a major financial centre in the Midwest. It is home to many prominent financial firms, such as Citadel, DRW, and CME Group, as well as the Chicago Board Options Exchange, the largest options exchange in the world. Like New York, it is a major hub for proprietary trading firms as well. Quants vacancies increased by 10% after joining the top 10 global financial centers earlier this year. Chicago also offers a rich and varied cultural and recreational scene, with world-class museums, theatres, sports, and music.Contact UsIf you are looking for your next challenge in Quantitative Analytics, Research & Trading, browse our latest roles on our job search page. Or, you can upload your resume and we will contact you as soon as we have a role that matches your qualifications and experience.JOB SEARCHQuantitative analysts have many exciting and rewarding career opportunities in the financial industry, and can choose from a variety of cities that offer different advantages and challenges. Whether you prefer London, New York, Hong Kong, Singapore, or Chicago, you can find a place that suits your professional and personal goals. At Selby Jennings we are a specialist recruitment talent partner for Quantitative Research & Trading. Why not take a look at our current Quantitative Analytics jobs, Research & Trading roles here.View Quants jobs here

Highlights

Quants Growth in Chicago and Hong Kong

The shift towards data-focused strategies is pushing Quantitative Traders and Quant Developers to the front lines of quant finance. Major finance cities like Chicago, Hong Kong, and Singapore are leading this change. At Selby Jennings, we're not just watching these trends – we're part of the story. Our data highlights a standout 10% increase in quant recruitment vacancies in Chicago, which recently joined the ranks of the top 10 global financial centers. Similarly, we've observed a 24% growth in quant finance investment banking vacancies in Hong Kong and a 19% growth in Singapore. These numbers speak volumes about the growing demand in these key cities. As a leading quant talent partner, we are committed to supporting this growth.Decoding Chicago's 10% UptickChicago, known for its strong financial roots, is now a leading spot for quant talents. The impressive 10% increase in quants vacancies comes from:Tech Meets Tradition: By combining old financial ways with new tech methods, Chicago attracts many quants.Changing Markets: As the ways of trading change and new chances come up, Chicago needs more skilled quant experts.Chicago & Hong Kong: Echoing the Quant Momentum Chicago's remarkable surge in quant recruitment has undoubtedly caught the attention of international quant finance professionals, but it's not the only city experiencing growth. While the 10% spike in Chicago is significant, Hong Kong's own trajectory shouldn't be downplayed. We've seen a noteworthy 24% increase in quant finance investment banking vacancies. This uptick is driven by several factors, including its longstanding financial heritage, a progressive tech ecosystem, and a robust demand for data-driven expertise. As a leading quant talent partner, Selby Jennings recognizes the dominance of these cities in the evolving world of quantitative finance.Looking AheadAs we set our sights on the future, one thing is crystal clear: quants are steering the future of global finance. Their role is growing, and the industry needs the best minds to keep pace with this dynamic shift. That's where Selby Jennings shines. Our award-winning quantitative analytics, research and trading recruitment team stands out, and here's why:Expertise: With years in the industry, our knowledge isn't just deep—it's precise. We understand the nuances of quant roles like no other.Global Network: Our vast and diverse network ensures that we connect firms with the ideal candidates, tailored to their unique needs.Dedication: We're not just recruiters; we're partners. Our commitment is to ensure mutual growth for both companies and professionals.So, if you're a firm aiming to make impactful hires, look no further. Request a call back to discuss how we can help you find the top quants talent. For those in the quant field ready to take on new challenges, exciting opportunities are just around the corner. Submit your resume here and explore our hand-picked positions in dynamic hubs like Chicago and New York.For an added layer of insight, our comprehensive quants salary guide provides a detailed view of the current compensation trends in the industry. With Selby Jennings by your side, let's work collaboratively to craft a brighter, data-driven future in finance.

hiring advice

Quantitative Analytics Salary Guide USA

Quantitative Analytics, Research & Trading professionals are always in demand in the financial services industry.With the further adoption of data analytics, machine learning, and artificial intelligence in finance and banking, the roles, responsibilities, and remuneration packages of Quantitative Analytics, Research & Trading experts are evolving as well.Navigate the fast-paced world of quantitative finance with confidence using our latest Quantitative Analytics Salary Guide. This guide offers in-depth information on compensation, broken down by job roles and experience levels.Whether you are an employer aiming to attract the brightest minds or a Quants professional looking to benchmark your compensation, this salary guide will provide you with an essential overview of the current salary landscape in financial services.

Management & Culture

Quants: The Hottest Markets Right Now

Financial markets around the world continue to grow in volatility due to the global economy's ever-increasing complexity and technology's constant evolution. As financial organizations compete for top Quants talent to keep up with these fast-paced developments and capitalize on the hottest market opportunities, we take a closer look at these thriving sectors and the trends shaping them:EquitiesThe Resilience Amidst UncertaintyEven with the economic unpredictability across the financial landscape, the equities market showcases unwavering resilience. Algorithm-driven hedge funds, particularly those of Quant variety, have been aggressively acquiring stocks, predominantly piling into US equities.As such, there's a competitive race amongst clients to secure top-tier Quantitative Researchers and Analysts. The objective? To ensure they remain ahead of the curve, leveraging deep insights to navigate the fast-paced nature of the equities market.CommoditiesAdapting to the UnpredictableThe Russia/Ukraine conflict has further increased the unpredictability of the commodities market, which has always been a hotbed of volatility. But where there's volatility, there's opportunity. This very unpredictability has opened doors for Quants to employ their skills, advocating for better market efficiencies. They also play a pivotal role in developing rigorous risk management strategies, ensuring more profitable trading trajectories for firms.CryptocurrencyThe Reshuffling of Top TalentsThe cryptocurrency sphere is witnessing some groundbreaking developments this year, from the rise of Bitcoin and crypto exchange-traded funds (ETFs) within traditional finance (TradFi) institutions, to the strategic moves of Tier 1 shops offshoring their crypto teams due to the US's regulatory atmosphere.Interestingly, this has opened up a unique opportunity and a reshuffling of top talent, as smaller prop firms, family offices, and crypto-centric funds snap up a significant portion of Portfolio Managers.Liquid MarketsThe High Demand for Intraday StrategiesLiquid markets are seeing a surge in demand from both prop trading funds and hedge funds for Portfolio Managers who excel in intraday/high-frequency strategies. As many hedge funds have invested time and resources over the past few years to craft trading platforms attuned to support rapid strategies, the demand for talent has soared. This shortage of talent, particularly for Portfolio Managers with established, effective strategies, has resulted in a bottleneck situation.In summary, as the world of finance continues to evolve, these markets have become pivotal arenas in the competition for skilled Quants professionals. To truly navigate the intricacies of these dynamic fields, having the right talent with a deep understanding of the current landscape is paramount.For firms actively seeking elite talent, request a call back from leading talent partner Selby Jennings and access a global network of top Quants talent. For professionals aiming to elevate their career trajectory, submit your CV/resume today and one of our talent consultants will get back to you if a role fits your profile.We also strongly recommend downloading our comprehensive report, "The Real Alpha: Unleashing Talent in Quantitative Finance Hiring." This resource delves deep into the intricacies of hiring in the Quantitative Finance space, offering valuable insights and guidance for both hiring managers and professionals.

career advice

How to Progress Your Career as a Quantitative Analyst

Quantitative analysts play a crucial role for many businesses by analysing data and creating models to help make informed decisions. If you're intrigued by numbers, have a passion for problem-solving, and have a keen interest in the financial markets, a career as a quantitative analyst might be the career for you. Whether you're an aspiring quantitative analyst or looking to advance your existing career, this blog is designed to provide you with valuable insights into the best next steps.Quantitative Analyst ResponsibilitiesAs a quantitative analyst, your role involves analyzing vast amounts of data to identify patterns, trends and opportunities. You'll design and develop mathematical models to predict market movements, assess risks, and optimize trading strategies. Additionally, you'll collaborate with traders, portfolio managers, and other stakeholders to provide data-driven insights that inform business decisions. Your responsibilities may include:Data collection and analysisModel development and testingRisk assessment and managementDevelop trading strategiesCollaborating with cross-functional teamsSkills and Traits Required to Progress as a Quantitative AnalystBecoming a successful quantitative analyst demands a special blend of technical expertise, analytical skills, soft skills, and personal qualities. Here are some key skills and traits that can set you on the path to progression:Strong Quantitative Background: A solid foundation in mathematics, statistics, and programming is essentialProgramming Proficiency: Proficiency in languages like Python, R or MATLAB is crucial for data analysis and model developmentCritical Thinking: The ability to dissect complex problems and devise innovative solutions is paramountAttention to Detail: Precise analysis and meticulous attention to detail are vital to ensure accurate resultsFinancial Acumen: A deep understanding of financial markets and instruments is necessary to contextualize your analysisCommunication Skills: Effectively conveying complex findings to non-technical stakeholders is a key skillAdaptability: Financial markets evolve rapidly, so being adaptable to changing conditions is invaluableReasoning for Choosing a Career as a Quantitative AnalystThere are compelling reasons to consider a career in quantitative analysis:High EarningsOne of the most enticing reasons to pursue a career as a quantitative analyst is the potential for substantial financial rewards. Financial institutions highly value quantitative analysts due to their specialized skills and as a result, these professionals often command competitive salaries and attractive bonuses, reflecting the critical role they play in driving informed investment decisions and maximizing returns.Intellectual ChangeFor those who thrive on mental challenges or desire a career change, quantitative analysis offers a constant stream of intellectual stimulation. The field demands continuous learning, as financial markets evolve and new data sources become available. Creating complex mathematical models, designing innovative algorithms, and deciphering intricate patterns all contribute to an intellectually fulfilling career that keeps you engaged and motivated.Impact on Financial MarketsQuantitative analysts wield a sizable influence over financial markets. By providing insights grounded in data and analytics, you can impact investment strategies, asset allocation, and risk management decisions. Your work can contribute to the stability and growth of financial institutions and shape market trends. The satisfaction of knowing your analyses contribute to informed and impactful decisions is both rewarding and fulfilling.Why Choose Us?Selby Jennings is a leading banking and financial services talent partner helping financial professionals find the right role and next step in their careers. With a global presence, we can assist you throughout your career and job search as a quantitative analyst, from reviewing your CV/resume and recommending appropriate roles to interview techniques and providing expert insight to quants professionals on benchmarking benefits packages and salaries.By collaborating with us, a specialist in Quantitative Research & Trading, we can deliver exceptional job opportunities in industry-leading firms, from global investment banks, boutique hedge funds, and management consultancies, to software providers, and everything in between. We will work with you to propel your career forward. Get in Touch NowIf you're a quant professional on the hunt for Quantitative Research & Trading jobs, the Selby Jennings global quants team delivers exceptional recruitment to industry-leading firms. Submit your CV/resume today and one of our talent consultants will get back to you if a role fits your profile.

diversity & equality

A New Generation of Female Quant Talent

In the dynamic landscape of quantitative trading, a powerful wave of change is reshaping the industry. But this wave isn't driven by technology and algorithms; it's powered by the emergence of a new generation of female talent that is propelling progress, innovation, and equality in the traditionally male-dominated world of quant trading.This blog explores the indispensable contributions of female quants professionals, the importance of diversity in the industry, and strategies for attracting top female talent.Tech Requires Women's TalentIn an era where technology reigns supreme, the quant trading sector is undergoing a transformative shift. When women join a male-dominated team they bring a new range of perspectives and skills to the table, driving unparalleled innovation. The fusion of gender diversity with cutting-edge technology enhances problem-solving and decision-making, creating a robust environment for growth.Progress and InnovationThe increase of female professionals in quant trading firms has ignited a spark of progress and innovation. Research indicates that diverse teams generate more creative solutions and superior performance. Women's unique viewpoints and experiences offer fresh insights, paving the way for the development of new strategies and approaches that outpace conventional norms, unlock new possibilities and drive the industry forward.Embracing EqualityEquality is the cornerstone of a thriving quant trading landscape. Embracing diversity isn't just a moral obligation; it's a strategic move that directly impacts a firm's competitiveness and success. There are many ways in which quant trading firms can foster an inclusive culture, ensuring equal opportunities for female professionals to excel in their roles. From providing equal opportunities and fair compensation to ensuring that women have a voice at decision-making tables, embracing equality is a pivotal step toward shaping a better industry for everyone.How to Attract Top Female TalentDrawing the best female talent into the world of quant trading requires a proactive and holistic approach. Key strategies for firms, aided by a specialized quant recruiter or quant headhunter, include:- Implementing targeted quant recruitment strategies- Establishing mentorship and sponsorship programs- Cultivating an inclusive work atmosphere supporting work-life balance- Offering equal professional development and training opportunitiesShowcasing success stories and celebrating achievements of female leaders in quant trading is pivotal to inspire and attract the next generation of top-tier talent interested in quant recruitment.Why Choose Us?At Selby Jennings, our dedication to fostering diversity in quant recruitment is unwavering. As a trusted quant recruiter and quant headhunter, we champion women in quantitative trading, facilitating quant recruitment strategies to find the right talent. Our commitment to embracing diversity isn't just rhetoric; it's a testament to our belief in the transformative power of women's contributions. Join us in shaping the future of quant trading with an inclusive, innovative, and equitable approach that drives both financial success and positive social impact.Get in Touch NowReady to revolutionize your quant trading team? Partner with a leading quant recruiter, specializing in quant recruitment strategies and known as a top-notch quant headhunter. Seize the opportunity to be part of this transformative journey. Contact us or request a call back today to explore how our diverse and dynamic approach can elevate your firm's performance in the ever-evolving landscape of Quantitative Research & Trading.

career advice

Why Quant Professionals are a Great Long-Term Investment

In the fast-paced world of finance, quantitative trading has emerged as a powerful force, reshaping traditional investment landscapes. As businesses seek innovative strategies to navigate complex markets, the role of quant professionals has taken center stage. In this blog, we will explore the evolution of quantitative trading, the profits it yields, the essential tools at quant traders' disposal, their key responsibilities, and how industry leader Selby Jennings plays a pivotal role in promoting quant development. How Has Quantitative Trading Evolved?The landscape of quantitative trading has transformed into a vibrant field merging finance, mathematics, and technology. From its origins in manual calculations, modern quantitative strategies harness sophisticated algorithms and data-driven insights. These innovative approaches, driven by machine learning and AI, not only augment decision-making capabilities but also enable real-time adaptation to market shifts. Engaging a specialized quant recruiter or quant headhunter can aid in navigating this evolving realm of quant recruitment and hiring top talent proficient in these advanced methodologies.View our broad range of quantitative research and trading roles available.Quant Trader ProfitsThe bottom line is paramount, and quant traders deliver. Their systematic and data-backed methods enable them to identify patterns, execute trades swiftly, and capitalize on fleeting opportunities. By minimizing the influence of emotional biases and optimizing risk management, quant traders consistently generate robust returns. This aptitude for generating profits, grounded in quantitative methodologies, positions them as invaluable assets for businesses aiming for sustained growth and profitability.Quant Trader ToolsQuant traders wield a sophisticated array of tools. Cutting-edge software, statistical models, and high-frequency trading platforms empower them to dissect vast datasets, detect anomalies, and execute orders with unrivaled precision. This technological edge not only enhances operational efficiency but also provides a competitive advantage in capturing market inefficiencies and gaining an upper hand in trading dynamics.Quant Trader DutiesQuantitative professionals have comprehensive responsibilities. From developing intricate trading algorithms and conducting in-depth research to back-testing strategies and fine-tuning models, their role demands an incredibly broad skill set. By constantly refining and adapting their methods, quant traders navigate the intricate balance of risk and reward, ensuring optimal outcomes.Explore the battle for quant talent in crypto.How Selby Jennings Helps Quant DevelopmentAt Selby Jennings, quant development is a core focus. With a deep network of industry connections, we connect top-tier quant talent with leading firms. By bridging the gap between exceptional professionals and innovative organizations, we foster an environment where quant traders can thrive and continuously evolve.Find out five hiring strategies funds should use to lure quant talent.Why Choose Us?Selby Jennings stands proud as a premier specialist in banking and financial services recruitment, providing custom solutions for your quant trading requirements. Our access to a vast global talent pool, paired with our dedication to staying abreast of industry advancements, positions us as the ideal partners for enduring success in recruiting for Quantitative Research & Trading. Collaborate with us to redefine the finance landscape and gain the benefits of astute, long-term investment. As a specialized quant recruiter and quant headhunter, we're poised to guide your journey in quantitative recruitment.Get in Touch NowReady to enhance your investment strategy with the expertise of quantitative professionals? Reach out today or request a call backto commence a journey toward heightened profitability and sustained growth. Our team of experts, equipped as a specialized quant recruiter and quant headhunter, stands ready to steer you through the process and assist in harnessing the vast potential inherent in quantitative recruitment and trading.

Quantitative-Research-and-Trading

Conveying Your Quantitative Strategies Effectively in an Interview

Quantitative strategies form the backbone of various industries, particularly in finance, business, and technology. Whether you're a quantitative analyst, a trader, or someone utilizing data-driven strategies, articulating your approach in interviews is vital. In this blog post, we delve into techniques to effectively convey your quantitative strategies, empowering you to stand out in your next interview. Partner with a specialized quant recruiter or quant headhunter for further career guidance in quantitative recruitment.1. Understand the ContextBefore diving into the details, ensure you know the exact role you're applying for and the level of technical proficiency expected. Tailor your explanations to fit the needs and interests of the interviewer.2. Clearly Define Your StrategiesQuantitative strategies can be complex. Here’s how you can break them down:Highlight the Goal: Begin by explaining what the strategy aims to achieve and why it's important.Use Simple Language: Avoid jargon or highly technical terms unless it's appropriate for the context.Break It Down: Describe your strategy step by step. A structured explanation can help non-technical interviewers follow along.3. Share Relevant ExamplesExamples can illustrate how your quantitative strategy works in a real-world context. Consider the following:Utilize Visual Aids: If possible, use charts or graphs to visualize your strategies.Discuss Past Successes: Share specific examples from your previous experience where your strategy led to successful outcomes.Demonstrate Flexibility: Highlight how your strategies can be adapted to different scenarios or problems.4. Engage in a DialogueAn interview is a two-way conversation. Engage your interviewer by:Asking Questions: Ask for their thoughts or if they need clarification on anything.Be Open to Feedback: Show that you’re open to other viewpoints or ways of approaching the problem.Practice Active Listening: Make sure you're responsive to the interviewer's questions and concerns.5. Showcase the Value of Your StrategiesBe sure to articulate the value your quantitative strategies can bring to the company:Link to Business Goals: Explain how your strategies align with the company’s objectives.Quantify the Impact: If possible, provide numbers or statistics to demonstrate the tangible benefits of your approach.6. Practice, Practice, PracticeBefore the interview:Rehearse with a Friend: Practice explaining your strategies to someone unfamiliar with the topic.Prepare for Tough Questions: Think about potential challenges to your strategies and how you would respond.Also explore how to progress your career as a quantitative analyst.Trading Job SuccessAt Selby Jennings, we recognize the exceptional potential of professionals in Quantitative Research & Trading like you. Your demonstration of skills, passion, and commitment sets you apart in this competitive landscape.We present diverse and rewarding quant career paths with esteemed financial institutions. As a dedicated quant recruiter specializing in quant recruitment, we leverage our industry network to connect top talent, such as yourself, with organizations that value your distinct contributions. Submit your resume, and our expert consultants, experienced in quant headhunting, will reach out when a fitting role aligns with your profile.

Highlights

The Real Alpha: Unleashing Talent in Quantitative Finance Hiring

Demand for Quantitative Analytics, Research & Trading professionals is always increasing in the financial services industry. It can be a challenge for hiring managers without the right talent partner to attract and retain the best Quants, meaning having guidance on salary and industry trends is crucial in getting the right workforce in place for the years ahead.Similarly, professionals with the right skills and expertise in Quantitative Analytics, Research & Trading can find themselves in a position of too much choice, with a wide range of attractive opportunities all vying for them, meaning many professionals are curious about whether their salaries and bonuses match their peers.Discover talent challenges and opportunities across Quantitative Analytics, Research & Trading, which includes insights on: A comprehensive overview of the Quants space Strategies for successful hiring of QuantsSalary overviews for the US, Europe, and APACA bonus chapter on women in Quants Key takeaways for those hiring and professionals considering their next move Download ‘The Real Alpha’ now.

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Recruiting C++ Quant Developers: The Importance of Finding the Right People

Quant careers contribute significantly to the financial services industry by providing substantial tech, programming, and mathematical knowledge, support, and solutions. As the digital world demands investment banks, asset management firms, hedge funds, and other financial services firms to keep up with modern tech, the demand for mathematical minds, quant teams, and developers is also on the rise. Quant developers are at the forefront of your company’s data, securities, profit, and risk. For this reason, financial services must understand the importance of identifying the right individuals to maximize opportunity and how crucial it is for businesses to retain top talent. This article will highlight the importance of hiring the right C++ quant developer for your business and how to access the right people for the job.Reaching the Right PeopleTraditionally, your company's values and reputation would attract talent to your business, but to find and hire top industry developers and to keep ahead of your competitors, having an active presence within the developer community is key. You can reach C++ quant developers in person and online. Whichever way you choose to recruit and approach potential hires, one thing is for certain: you must attract their attention.In-person recruitment strategies allow your business to make direct contacts and relationships within the developer circle. Hosting developer dinners, attending developer events, and giving talks at programming conferences are all effective ways of creating genuine relationships with developers, building a reputation for your business, and raising brand awareness. On the other hand, online recruitment is scalable and an ideal way to attract top developers within the industry. In addition to detailed job advertisements and a social media presence, allowing your technical teams to share their programming projects and problem solutions online will get the attention of developers working on similar tasks and experiencing similar issues. This builds developer awareness of your business and will attract a number of C++ quant developers to your company website. Using these in-person and online recruitment techniques allows you to find and reach out to the right people, but you are still left to secure their talent for your business. To ensure great developers want to work for your company, you must also consider market rates, workplace culture, and employee benefits, among other factors.By working with a specialist talent partner like Selby Jennings, you can utilize our team's industry knowledge and global network of highly-skilled professionals to keep you informed when suitable C++ quant developers are looking for new opportunities, and help you through the hiring process.Testing Prospective CandidatesIt is important to remember that not every great C++ quant developer will be suited to your business culture, company values, and technology needs. For this reason, when you design your hiring process plan, you must test prospective candidates to analyze their performance. Practical assessments that reflect the nature of the vacancy can help your company to determine whether a potential candidate has the required skillset and knowledge to fulfil the role. They also help the candidate decide whether they would enjoy the job and work for your business.Additionally, setting tasks for candidates during the recruitment process will determine their level of performance under pressure and whether they are suited to your business environment. Ask Developers In-depth Questions One way to understand a developer’s programming experience and knowledge is by asking in-depth questions that require a detailed response. Asking about previous projects, why they made certain decisions, what they enjoyed about the project, and what they disliked about it will provide a deeper insight into the candidate's expertise and personality. This is an effective recruitment technique that allows your business to find out the level of knowledge and experience that a candidate possesses to determine whether they are suitable for the open vacancy role.Instead of Coding Puzzles, Give Candidates a Take-Home ProjectTesting developers and finding the perfect fit for your business is a difficult task and it is never guaranteed. However, there are many ways you can help to assist the process. Coding puzzles are seen as a poor reflection of a C++ quant developer's ability on the job. Problem-solving equations and mental arithmetic are unlikely to be a significant part of the job and therefore, not what you want to focus on during the hiring process.To overcome this, consider providing candidates with take-home projects that remove the pressure of an interview situation and show more accurately how they would perform day-to-day.Take-home projects can include creating an application, developing software, or a task similar to what they would be working on if they were to be successful. Making the Best HiresNew C++ quant developer hires to your company must understand your current business challenges and how they can be improved. The best hires are innovative individuals with a growth mindset ready to push for change and development. When you hire the right candidate, developers play a powerful part in scaling and growing your business. This is when you reap the reward of taking the time to find the right people. View our current C++ vacancies available here.Why Choose Us?At Selby Jennings, we provide expert support to financial organizations and businesses looking to acquire top industry talent. Our team has over 15 years of experience working with quant teams and connecting quant professionals with exciting careers. We know that building the right team isn’t easy, so that’s why we have access to exclusive talent pools, and knowledge about the latest hiring trends, industry news, and in-demand services to help your business solve hiring challenges. Selby Jennings is a trusted talent partner delivering leading, innovative talent to organizations around the world. Get in Touch Now For more information about how we can help you secure top C++ quant developers, get in touch today or request a call back below.Request a call back

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Hiring Quant Developers: The Importance of Finding the Right Talent

Taking the time to find the right people for the job role you are advertising offers a raft of benefits for your business. Finding the right candidate will not only improve your company culture, performance, and profits, but it will also boost team morale, introduce new and exciting perspectives, improve productivity, and add a new dimension to your business landscape. Taking the time to make the right hires and carefully planning your recruitment strategy is one of your company’s best investments.This blog will highlight the importance of hiring the right quant developer for your business and how to access the right people for the job.Finding the Right PeopleTraditionally, your company's values and reputation would attract talent to your business, but to find and hire top industry developers and to keep ahead of your competitors, having an active presence within the developer community is key. As part of the process, you’ll need to post a clear, concise, and inspiring job description, take time out to screen resumes, identify who you want to interview, conduct interviews, test candidates' skills, and check job references, all before making a job offer. Testing Prospective Candidates Pre-employment tests are an excellent way of gathering important data and optimizing candidate insights. Testing prospective candidates in interviews or take-home tests will allow you to determine whether or not the prospective candidate has the necessary skills, knowledge and expertise to fulfill all job requirements. Find out the battle for quant talent in crypto here.Ask Quant Developers In-depth Questions A job interview is a core part of the hiring process, allowing you to gain first-hand insight into whether the candidate will be a good fit for your business. The interview stage of the process will also help you to determine their proficiency in various hard and soft skills. Before an interview, it’s good practice to take the time to prepare a set of questions to ask candidates during the interview. The questions should aim to get the most out of the candidate and most importantly, determine whether they are right for the role. Common questions used include:Can you tell me about your quantitative experience?What motivated you to pursue a career in quantitative development?What is your favorite part of the job?What are the most important skills for a successful quantitative developer?What are your career aspirations?What is the most challenging part of the job?Do you have any experience with coding languages?Could you explain what delta hedging is?Give Candidates a Take-Home Project Take-home projects are independent coding exercises with optional automated test case scoring. You can then send the link to potential candidates for them to complete outside of the interview setting, in their own time. One of the main reasons why these are so popular is that they challenge candidates to solve everyday work-related problems, unique to the business landscape they are applying to work in. This allows the business to see first-hand how a candidate will perform using real-world examples. Making the Best Hires The cost of a bad hire can have a detrimental impact on all areas of your business landscape, therefore, it’s vital that you invest both time and resources into optimizing the hiring process. We’ve rounded up some of our top tips for making the best hires: Always utilize skills-based hiringEnsure that you always limit manager biasAlways be crystal clear about the role’s expectations and needsFocus on identifying the best-suited candidates Write an inclusive and fair job description Also, explore five hiring strategies funds should use to lure quant talent here.Why Choose Us? Selby Jennings is an established Financial Sciences and Services talent partner. We identify, source, and deliver business-critical talent to the most innovative companies across the US, Europe and APAC.Providing permanent, contract, multi-hire talent solutions from our offices all over the world, we support the world’s largest financial institutions to revolutionary fintech start-ups with all their hiring needs, across Investment Banking, Risk Management, Quantitative Trading, and Insurance, to Investment Management, Sales & Trading, Technology, and Wealth Management.Building the right team is rarely easy. It takes time, dedication, and expertise. Through nearly 20 years of experience as the talent partner of choice in financial sciences and services, we have developed relationships with the brightest and boldest minds in banking and financial institutions. Creating a vast, global network of the best, in-demand professionals, we deliver this talent to leading, innovative organizations around the world.Our award-winning talent specialists offer bespoke, tailored guidance on the latest hiring trends and industry news, helping businesses and professionals to gain the competitive edge needed to succeed in the ever-changing financial landscape.Get in Touch NowIf you're a candidate, please register your CV and get discovered for all relevant roles or, if you're a client looking for the best talent, you can register your vacancy or request a call back here.Request a call back

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Selby Jennings: Specialist Talent Partner in Quantitative Analytics, Research & Trading Recruitment