Quantitative Developer: Python, Time Series & Risk Automation
Summary
Builds financial data models and risk automation tools in Python for a trading-focused team in New York.
Selby Jennings is seeking a Quantitative Developer for its New York office. The candidate will contribute to financial data modeling, exposure to macro products, and hands-on Python programming with strong analytical abilities.
Key responsibilities include building market data models, supporting the front office with quantitative methods, and automating risk management tooling to improve trading risk appetite.