Selby Jennings is seeking a Senior Quantitative Development to join our fintech partner's 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.
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
