Selby Jennings
1 week ago
Python Developer - Selby Jennings
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Company information
- Company
- Selby Jennings
- Location
- Singapore Singapore
- Posted
- 1 week ago
Job description
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.
Required skills
- communication skills
- problem-solving
- collaborative environment
- databases
- reliability
- python
- automation
- software engineering
- innovation
- testing
- cloud technologies
- research
- front-office
- code quality
- version control
- career development
- distributed computing
- analytics platforms
- data pipelines
- models
- financial markets
- portfolio managers
- production systems
- linux environments
- asset classes
- quantitative research
- python programming
- researchers
- compensation package
- systematic trading
- asset managers
- scalable applications
- production-grade
- datasets
- trading tools
- large-scale data processing
- investment banks
- data engineering frameworks
- platform performance
- research infrastructure
- trading workflows
- quant developer
- proprietary trading firms
- quantitative investment
- investment lifecycle
- quantitative technology
- systematic investment strategies
- quantitative investment processes
- systematic hedge funds
- quantitative investment professionals
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