Python Quant Developer
Selby Jennings · Singapore ·
- Experience
- 2+ years
analyticsautomationclouddata-engineeringdata-pipelinesdistributed-computinglinuxpythonversion-control
Python Quant Developer
Location:
Singapore / Hong Kong Experience:
2+ years Selby Jennings is partnering with a leading global quantitative investment firm to hire Python Quant Developers to join systematic trading and investment teams. This opportunity is suitable for individuals who enjoy building production-grade quantitative technology, working closely with researchers and portfolio managers, and developing tools that support systematic investment strategies across various asset classes. Responsibilities
Develop and maintain Python-based quantitative research and trading tools. Partner closely with quantitative researchers and portfolio managers to support systematic investment strategies. Build and enhance data pipelines, research infrastructure, analytics platforms, and production systems. Contribute to the design, implementation, testing, and deployment of scalable quantitative applications. Improve platform performance, reliability, and automation across the investment lifecycle. Support the integration of new datasets, models, and trading workflows.
Requirements
Minimum 2 years of experience in a Quant Developer, Quantitative Technology, or related role. Strong programming skills in Python. Experience supporting quantitative research, systematic trading, or systematic investment teams. Understanding of software engineering best practices, including testing, version control, and code quality. Familiarity with financial markets and quantitative investment processes. Strong problem-solving and communication skills.
Preferred Experience
Exposure to systematic hedge funds, asset managers, proprietary trading firms, investment banks, or quantitative investment teams. Experience working with cloud technologies, distributed computing, or large-scale data processing. Knowledge of databases, Linux environments, and data engineering frameworks. Experience working with researchers, traders, or portfolio managers in a front-office environment.
What's on Offer
Opportunity to work alongside leading quantitative investment professionals. Exposure to systematic trading and quantitative investment strategies across multiple asset classes. Collaborative, technology-driven environment with strong emphasis on innovation and research. Competitive compensation package and long-term career development opportunities.
Location:
Singapore / Hong Kong Experience:
2+ years Selby Jennings is partnering with a leading global quantitative investment firm to hire Python Quant Developers to join systematic trading and investment teams. This opportunity is suitable for individuals who enjoy building production-grade quantitative technology, working closely with researchers and portfolio managers, and developing tools that support systematic investment strategies across various asset classes. Responsibilities
Develop and maintain Python-based quantitative research and trading tools. Partner closely with quantitative researchers and portfolio managers to support systematic investment strategies. Build and enhance data pipelines, research infrastructure, analytics platforms, and production systems. Contribute to the design, implementation, testing, and deployment of scalable quantitative applications. Improve platform performance, reliability, and automation across the investment lifecycle. Support the integration of new datasets, models, and trading workflows.
Requirements
Minimum 2 years of experience in a Quant Developer, Quantitative Technology, or related role. Strong programming skills in Python. Experience supporting quantitative research, systematic trading, or systematic investment teams. Understanding of software engineering best practices, including testing, version control, and code quality. Familiarity with financial markets and quantitative investment processes. Strong problem-solving and communication skills.
Preferred Experience
Exposure to systematic hedge funds, asset managers, proprietary trading firms, investment banks, or quantitative investment teams. Experience working with cloud technologies, distributed computing, or large-scale data processing. Knowledge of databases, Linux environments, and data engineering frameworks. Experience working with researchers, traders, or portfolio managers in a front-office environment.
What's on Offer
Opportunity to work alongside leading quantitative investment professionals. Exposure to systematic trading and quantitative investment strategies across multiple asset classes. Collaborative, technology-driven environment with strong emphasis on innovation and research. Competitive compensation package and long-term career development opportunities.