About: Selby Jennings has partnered with multiple teams on the Asset Management arm of a leading buy side firm with offices in Boston, MA and Jersey City, NJ. There are multiple opportunities across asset classes and leveling offerings between VP and Director. These are full time, direct-hire opportunities on a hybrid work model.
Responsibilities:
- Building high quality, robust, and efficient solutions, framework, and APIs
- Working closely with senior executives, portfolio managers, analysts and researchers to deeply understand experimentation methodology and enable faster, better experiments using technology solutions
- Collaborating with other technology team members in a dynamic and fast-paced environment
- Building scalable, reliable and highly available technology solutions based on engineering best practices in areas such as portfolio construction, risk management, and alpha research
Qualifications:
- Bachelor's (Masters preferred) in a quantitative or computational field such as Computer Science, Applied Mathematics, Statistics, Engineering
- 10+ years of experience in a software engineering environment supporting investment management processes with different asset class securities.
- Strong software engineering design & development skills, including Python, shell scripting, SQL, Java
- Strong AWS cloud technology skills and understanding of CI/CD & DevOps
- Object Oriented design & development experience, ideally with Java/Python
- Familiarity with quantitative techniques and methods, statistics, econometrics
- Experience in designing and developing methods and solutions related to quantitative analytics, risk & pricing models
- Full-stack software development knowledge and critical thinking skills to design optimal solutions
- Ability to communicate effectively with multiple stakeholders, including fundamental and quantitative researchers and technology partners
Value Added:
- Experience with probability, linear regression, time series data analysis and optimizations
- Experience with Derivatives
- Experience in the liquid alternatives, including managed futures, alternative risk premia, global macro, risk parity, convertible arbitrage, l/s equity, merger arbitrage and multi-strategy
