Quantitative Research & Trading

Quantitative Research & 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 โ€˜Best Executive Search โ€“ Quantโ€™ by HFM in the European Quant Services Awards, as well as being named last yearโ€™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.

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

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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 Jenningsโ€™ global Quantitative Research & Trading team are:

Experience

Experience

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

Network

โ€‹Network

A vast, global network of the best, in-demand professionals, working with the worldโ€™s largest financial institutions to innovative start-ups and beyond.โ€‹

Knowledge

โ€‹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.

Senior Quantitative Trader

A technology-driven proprietary trading firm specializing in systematic alpha research and electronic market-making is looking to onboard an experienced Quantitative Trader to join their team. They trade across a multitude of asset classes and trading venues with significant market share and are looking for several Quantitative Traders to join our team across multiple offices. As a Quantitative Trader, you will collaborate with some of the industry's top researchers and developers to design and implement new systematic high-frequency trading (HFT) market-making strategies, leveraging their existing technology and infrastructure. Responsibilities: Design and implement systematic HFT market-making strategies Collaborate with researchers and developers to enhance trading systems Utilize advanced technologies and infrastructure to optimize trading performance Conduct thorough analysis and backtesting of trading strategies Monitor and adjust strategies in real-time to ensure optimal performance Qualifications: Bachelor's, Master's, or PhD in Computer Science, Mathematics, or related fields Deep experience in high-frequency trading Proven track record of at least 2 years with consistently profitable strategies generating high Sharpe Ratios and PnL Proficiency in Python, R, kdb+, or C++ Desire to work in a small, collaborative environment Degree from a top-tier college or university is a plus Passion for new technologies and innovative ideas Strong communication skills

US$150000 - US$200000 per year + Bonus
New York
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Lead Quantitative Researcher - Equity Algo Execution

Job Title: Lead Quantitative Researcher - Equity Algo Execution Location: New York Position Overview: I'm working directly with the Global Head of Equity Capital Markets at a Tier-1 US Investment Bank as the firm is further investing into their agency and principal algo execution business. Due to their continued success in 2024 and recent years, their agency offering has climbed the standings to be one of the Top five (5) across the street. In addition, their PT business has seen an increase in trading volume and revenue which is a direct impact of their QR department. The IB is committed from the top down to scale the team in 2025, adding multiple headcount across QR & Development, but more immediately they looking for an experienced Algo Quant Researcher that is well versed in equities market microstructure and someone to own the end to end process of building novel execution algos. Key Responsibilities: Execution Algorithm Development: Design, develop, and optimize execution trading algorithms (agency and principal) for equities, futures, and options markets, with a strong focus on improving client execution performance. Signals Research & Analysis: Conduct research to identify market signals that can enhance trading strategies and improve execution outcomes for clients. Modeling & Strategy Development: Build and implement advanced quantitative models to guide trading decisions, including single-position and portfolio schedule optimization. Market Microstructure Analysis: Analyze market microstructure in equities and futures markets, understanding order placement methodologies, routing, market impact, and transaction cost analysis. Client-Facing Interaction (CRB Desk Experience): Collaborate with client-facing teams to develop and implement execution strategies tailored to specific client needs. Provide quantitative analysis and strategic insights to enhance client trading performance and achieve optimal execution.

US$325000 - US$450000 per year + salary inclusive of performance bonus
New York
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Quant Trader - Chinese Commodities

About the Role: We are seeking an experienced Chinese Commodities Trader to join our innovative team in Chicago. This role offers a unique opportunity to leverage cutting-edge technology and be part of the start-up culture within our highly established firm. Responsibilities: Build and optimize systematic trading strategies for commodities or commodity derivatives on Chinese markets. Utilize advanced quantitative methods to identify trading opportunities and optimize performance. Collaborate with other traders and technologists to continuously improve trading systems and strategies. Adapt to market changes and implement new strategies swiftly. Requirements: At least 4 years of experience in systematic trading on Chinese markets, specializing in commodities or commodity derivatives. Previous experience at a proprietary trading firm. Proficiency in Python or C++. Strong analytical and quantitative skills. Ability to thrive in a dynamic, fast-paced environment with a start-up mentality.

US$100000 - US$250000 per annum + Bonus
Chicago
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Senior Systematic Commodity Options Trader

Senior Quant Trader - Commodity OMM - Mid-Sized Prop Firm We are seeking a highly skilled and experienced Senior Commodity Options Quant Trader to join our team in Chicago. This role is part of an exciting new buildout within our established firm, offering an excellent opportunity for professional growth and impact. Responsibilities: Develop and implement quantitative trading strategies for commodity options. Engage in options market making and mid to high frequency trading. Collaborate with other traders and quantitative researchers to optimize trading strategies. Contribute to the firm's growth with a start-up attitude and innovative approaches. Requirements: A minimum of 4 years of experience as a quantitative trader at a proprietary trading firm. Proven experience in options market making. Proficiency in Python or C++ for mid to high frequency trading. Strong analytical and quantitative skills. Excellent problem-solving abilities and attention to detail. Ability to thrive in a fast-paced and dynamic trading environment. Preferred Experience: Experience with commodity options trading in precious metals, gas, or agriculture. A proactive and entrepreneurial mindset.

US$150000 - US$250000 per annum + Bonus
Chicago
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Quantitative Researcher (VP) - Electronic Execution (Equities)

Job Title: Quantitative Researcher (VP) - Execution Algorithms (Equities) and Electronic Trading Location: New York Department: Equities & Futures Quantitative Research Job Type: Vice President (VP) About: An opportunity within a Tier 1 US Investment bank to join a global team specializing in all aspects of quantitative research for Equities, Futures, and Options execution strategies. The team is responsible for developing and optimizing agency algorithmic strategies, smart order routing (SOR), trading analytics, portfolio construction, risk management, inventory management, and internalization. The group also supports the electronic Futures & Options execution business, combining advanced quantitative techniques with cutting-edge trading technologies to provide innovative solutions and insights. Position Overview: We are seeking a highly skilled and motivated Quantitative Researcher with a strong background in developing execution trading algorithms (both agency and principal). The ideal candidate will possess a deep understanding of trading dynamics, quantitative modeling, and algorithmic strategy development, with expertise in both equity and futures markets. The candidate will also have experience working on a Client-Related Business (CRB) desk, where they will have been responsible for delivering tailored solutions and strategies to clients, optimizing trading execution, and improving overall trading performance. A strong foundation in statistical analysis, machine learning, and optimization techniques will be crucial to success in this role. Key Responsibilities: Execution Algorithm Development: Design, develop, and optimize execution trading algorithms (agency and principal) for equities, futures, and options markets, with a strong focus on improving client execution performance. Signals Research & Analysis: Conduct research to identify market signals that can enhance trading strategies and improve execution outcomes for clients. Modeling & Strategy Development: Build and implement advanced quantitative models to guide trading decisions, including single-position and portfolio schedule optimization. Market Microstructure Analysis: Analyze market microstructure in equities and futures markets, understanding order placement methodologies, routing, market impact, and transaction cost analysis. Client-Facing Interaction (CRB Desk Experience): Collaborate with client-facing teams to develop and implement execution strategies tailored to specific client needs. Provide quantitative analysis and strategic insights to enhance client trading performance and achieve optimal execution. Risk Management: Develop and implement quantitative models to assess and manage trading risk and portfolio risk for both internal and client-facing executions. Back-Testing & Performance Evaluation: Conduct rigorous back-testing and evaluation of execution algorithms and trading strategies to assess their effectiveness and profitability across various market conditions. Machine Learning & Advanced Techniques: Apply machine learning techniques, including classification, reinforcement learning, and dynamic programming, to improve trading strategies and models. Collaboration & Knowledge Sharing: Work closely with other members of the quantitative research team, developers, traders, and risk managers to implement and refine trading strategies and algorithms. Qualifications: Education: Master's or Ph.D. in a quantitative field such as Mathematics, Physics, Computer Science, Financial Engineering, or Statistics. Experience: Proven experience in quantitative research or algorithmic trading, with a focus on execution algorithms (agency or principal). (0r) Previous experience on a CRB (Client-Related Business) desk, delivering execution solutions for clients, is desirable. Technical Skills: Strong proficiency in programming languages such as Python, C++, KDB, or Java. In-depth understanding of quantitative methods, including statistical analysis, time series analysis, regression, and model calibration. Familiarity with optimization techniques, including linear/non-linear programming, stochastic optimization, and dynamic programming. Experience with transaction cost analysis, market impact models, and order routing methodologies. Experience with machine learning techniques, including classification, reinforcement learning, and time-series forecasting, is a plus. Knowledge Areas: Market microstructure and order placement methodologies in equities and futures markets. Risk management models and portfolio construction techniques. Smart order routing (SOR) and transaction cost analysis. Client-Facing Skills: Strong experience in a client-facing role, especially in providing tailored execution strategies and quantitative solutions to optimize client trading outcomes. Soft Skills: Strong problem-solving, analytical, and communication skills. Ability to work in a fast-paced and collaborative team environment. Desirable Attributes: Familiarity with large-scale data sets and high-frequency trading environments. Experience in back-testing algorithms and optimizing execution strategies for different market conditions. Understanding of regulatory environments impacting algorithmic trading and client-facing strategies.

US$325000 - US$425000 per year + salary inclusive of performance bonus
New York
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Execution Trader

An asset manager in NYC is looking for an experienced execution trader to join their quantitative investment team. This role involves managing and enhancing the cross-asset trade execution systems, focusing on futures, options, FX, and LME markets. The trader will aim to minimize market impact and optimize pricing, while also handling on-swap trading and custom baskets. Strong Python skills are essential to improve the automated trading processes and collaborate with the investment team on strategy development. Key Responsibilities: Execute trades across global futures, options, FX, and LME markets, ensuring minimal market impact Understand market microstructure and pricing mechanisms, including settlement and block trading Use FCM execution algorithms and conduct transaction cost analysis (TCA) Manage on-swap trading and custom baskets with counterparties Develop and improve the trade execution platform using Python, including pre-trade simulations and post-trade analytics Familiarity with AWS (Lambda, Airflow) is a plus Requirements: 3-5+ years of experience in trading futures, options, FX, and LME Strong Python skills and experience with Pandas, Numpy, and SQL Ability to take ownership of projects and work in a team-oriented environment Detail-focused, self-motivated, and highly organized

US$200000 - US$350000 per year
New York
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Quantitative Research - ML Equities

A $10bn hedge fund is currently expanding their ML Equities business. More information below. Key Responsibilities: Develop machine learning models to identify market patterns and build trading strategies. Analyze large-scale financial datasets and engineer predictive features. Design, test, and optimize trading algorithms for live execution. Collaborate with portfolio managers, data scientists, and engineers. Stay updated on advancements in AI and quantitative finance. Qualifications: Ph.D./Master's in Computer Science, Mathematics, Statistics, or a related field. Proficiency in Python, R, or C++ with expertise in ML techniques (e.g., neural networks, NLP). Strong problem-solving skills; experience in finance is a plus. Excellent communication and detail-oriented mindset. Why Join Us? Work with a world-class team in an innovative environment. Competitive compensation with performance-driven bonuses. Opportunities for growth and professional development. If interested, please reach out to harry.moore(at)selbyjennings.com.

Negotiable
London
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Quantitative Research / Trading - Entry level

I am working with a highly collaborative, academic fund that is expanding rapidly in London. They are looking for entry level quantitative researchers coming from a PhD. Key Responsibilities: Conduct research to identify and test new trading signals using statistical and machine learning techniques. Develop and refine predictive models to analyze financial markets and uncover opportunities. Collaborate with data scientists and engineers to preprocess and manage large-scale datasets. Design, implement, and backtest quantitative strategies across multiple asset classes. Monitor and improve the performance of existing models and strategies. Preferred Qualifications: PhD in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, Engineering, or related disciplines. Strong programming proficiency in Python, R, or C++. Familiarity with statistical and mathematical modeling techniques. Experience with machine learning frameworks (e.g., TensorFlow, PyTorch) is a plus. Ability to tackle complex problems methodically and think critically about data and results. Interest in financial markets or prior exposure to financial data analysis is advantageous but not required. Effective communication skills and a collaborative approach to problem-solving. If there is any interest, please apply directly or reach out to me on harry.moore(at)selbyjennings.com.

Negotiable
London
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Machine Learning Researcher - Dubai

Responsibilities: Lead the development of Machine Learning using to support alpha research. Lead the development of Machine Learning tools to promote trading efficiency. Contribute to the research and trading pipeline, including Risk and Factor Modelling. Requirements: Advanced degree in a quantitative field such as Mathematics, Physics, Computer Science, or Engineering. Demonstrated experience in Machine Learning techniques, including Deep Learning, LLMs, and neural networks (Google DeepMind experience preferred). Strong coding skills in at least one of the following programming languages: Python, R, Matlab and /or C++, C#. 2-4 years' Machine Learning experience. No financial experience required.

Negotiable
Dubai
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C++ Developer

Job Responsibilities: Participate in the development and maintenance of stock and futures products, enhancing the quality of online services through technical solutions, and ensuring the reliability of actual trading. Collaborate closely with researchers to ensure various strategies operate efficiently in real trading environments, generating significant returns. Conduct research and manage programmatic trading desks, including the implementation and deployment of microsecond software desks. Optimize the performance and latency of trading and ordering systems across multiple dimensions, including computing, storage, network, and hardware. Job Requirements: Bachelor's degree or higher in computer science or related fields from reputable universities, with over 2 years of work experience. Proficiency in Linux operating system and one of the following: a. Expertise in C++ and a scripting language b. Expertise in Python 3 and a strongly typed language Familiarity with the production and iteration process of online services, and knowledge of various technical methods to enhance service reliability. Proficiency in best practices such as git, code review, CI/CD, and a strong ability to build tools and strive for excellence. Strong interest in quantitative trading and fluency in Chinese. Bonus Points: Winners of ACM/ICPC, NOI/NOIP, or other informatics competitions. Experience in maintaining large-scale, high-complexity, mission-critical products. Strong system design skills, capable of designing systems with a focus on performance, reliability, and availability. Experience in the underlying development of computer systems such as operating systems, databases, storage systems, or distributed systems.

Negotiable
Singapore
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Options/Vol Quantitative Developer

Location: Miami, FL/New York, New York Summary: A top multi-strategy hedge fund is currently hiring for one of their top systematic volatility PM teams. They are looking to hire a cross-functional quant developer who will work very closely with the portfolio manager and traders. This is a dynamic role where you will wear multiple hats and be a crucial contributor to the team across research, development, and trading. Initial responsibilities will revolve around ad hoc development tasks to support an active, cross-asset vol trading desk. Key Responsibilities: Directly support the PMs and traders Building applications/taking over application library Back-testing and updating pricing models/libraries Strategy implementation Job Requirements: 1+ years of experience Strong coding skills Proficient in Python Ability to communicate and collaborate with PMs, traders, and other teams across the business Preferred Skills: Options or Vol experience Recent experience with front-end development JavaScript/React is a nice to have Previous experience in the financial industry If you or anyone in your network may be interested please apply directly through the link below.

US$150000 - US$200000 per year
Miami
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Quantitative Developer (Options)

We are working with a leading Tier 1 hedge fund that is looking to bring on a Quantitative Developer to continue the build-out of a Cross-Asset Options pod in Miami. In this role, you will work directly with an experienced Portfolio Manager to build and maintain tools and libraries that will support the team's options trading strategies. This is a unique opportunity to contribute to the growth of a high-performance trading team. The position offers flexibility for relocation to Miami or the option to travel to the office on a monthly basis. Responsibilities: Develop and maintain robust applications and tools to support the team's trading strategies and research. Take ownership of the application library and platform, ensuring they are user-friendly, scalable, and efficient for the team's needs. Design and implement backtesting methodologies to evaluate the effectiveness of trading strategies and models. Support the development and ongoing refinement of pricing models and libraries to ensure accuracy and relevance in a dynamic market environment. Build and maintain an organized and accessible model storage and library system, ensuring ease of use and integration with other tools and workflows. Collaborate with Portfolio Managers (PMs) to create ad-hoc tools and solutions tailored to specific needs and requests. Continuously improve existing tools and platforms to enhance functionality, performance, and user experience. Provide technical expertise and support for the implementation and optimization of quantitative strategies. Requirements: 2+ years of experience in a development role on an options trading desk, with a strong understanding of trading workflows and quantitative finance concepts. Expert proficiency in Python for application development and data manipulation. Experience with JavaScript and React is a plus. Demonstrated experience in building, maintaining, and optimizing model libraries to support trading desks, with a focus on usability, efficiency, and integration. Advanced degree (Master's or Ph.D.) in a Quantitative field such as Computer Science, Financial Engineering, Statistics, or a related discipline. Proven experience in implementing systematic derivative strategies, with a solid understanding of pricing and backtesting. Strong problem-solving and analytical skills, with the ability to translate complex quantitative models into user-friendly tools and systems. Experience working in a fast-paced, high-performance environment with a focus on delivering reliable and efficient software solutions. Excellent communication skills, with the ability to collaborate effectively with traders, portfolio managers, and other team members.

US$150000 - US$225000 per year + Discretionary Bonus
Miami
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Quantitative Research & Trading News & Insights

The Quantitative Edge Image
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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 Jenningsโ€™ Director of Quants - New York, and Head of Quants - LondonWhether youโ€™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:

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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 worldโ€™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,ย 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?ย Download our latest APAC Quantitative Analytics, Research & Trading Salary Guideย 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 inย quantitative analyst jobs, and again here at Selby Jennings weโ€™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 ourย job searchย page. Or, you canย upload your resumeย 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 rolesย here.View Quants jobs here

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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 โ€“ 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 deepโ€”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.

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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.

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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.

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diversity & equality

A New Generation of Female Quant Talent

โ€‹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.

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How to Progress Your Career as a Quantitative Analyst

โ€‹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 toย 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 forย Quantitative Research & Trading jobs, theย Selby Jennings global quants teamย delivers exceptional recruitment to industry-leading firms.ย Submit your CV/resume todayย and one of our talent consultants will get back to you if a role fits your profile.

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Why Quant Professionals are a Great Long-Term Investment

โ€‹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.

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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. Hereโ€™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 youโ€™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 companyโ€™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.

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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 โ€˜The Real Alphaโ€™ now.

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Hiring Quant Developers: The Importance of Finding the Right Talent

โ€‹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 companyโ€™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, youโ€™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. ย 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, itโ€™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, itโ€™s vital that you invest both time and resources into optimizing the hiring process. Weโ€™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 roleโ€™s expectations and needsFocus on identifying the best-suited candidates Write an inclusive and fair job descriptionย 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 worldโ€™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 Nowโ€‹If 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 backโ€‹

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

โ€‹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 companyโ€™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 developerโ€™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. ย 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 isnโ€™t easy, so thatโ€™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 backโ€‹โ€‹

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