Fintech Startup | Senior Quantitative Developer
Selby Jennings is partnered with an up-and-coming prime brokerage startup, one of the only offerings to service both traditional and digital assets. The firm is on a mission to become the leading global credit network for institutional investors.
Currently, they are looking for a Senior Quantitative Development to join their quants team and develop new risk models and functionality for the risk & scenario engines. This will allow the firm to cut down the development cycle time to get a new product and/or model into production.
Primary Accountabilities/Responsibilities:
- Getting risk models into a production-ready state by helping with various part of the development, in particular the productionization.
- Improving research tools and models, e.g.
- Backtesting
- Option pricing / Vol-fitting
- APIs for internal and external customers with customized analytics
- Maintaining/improving/extending the scenario engine and risk engine code Knowledge, Skills & Abilities
- Ability to write production-grade (robust and maintainable) Python code
- Strong problem-solving skills and attention to detail.
- Excellent communication skills and ability to work collaboratively in a team environment.
Education & Experience:
- BS degree or above in Computer Science, Mathematics, or related fields.
- At least 5+ years of experience in quantitative software development at a top-tier financial firm
- In particular, role should ideally have involved some part of a model-building pipeline (e.g. risk, alpha, etc)
- Built large-scale financial systems
- Experience in at least one of the following asset classes: FX, Fixed Income, Listed Derivatives
