Quantitative Research & Trading

Selby Jennings: A Specialist Quantitative Research & Trading recruiter in Germany

Selby Jennings is a leading specialist talent partner for financial sciences & services in Germany. Our global Quants team provides permanent, contract, and multi-hire talent solutions.

For nearly 20 years, financial firms and professionals have benefited from our extensive experience and global network. From streamlining processes and upskilling workforces to staying cutting edge by employing flexible working models, we advise enterprise leaders on when to strike and how. We also provide expert insight into Quantitative Research & Trading salaries in Germany, and assist them through their career moves.

If you're interested in securing exceptional Quantitative talent in Germany, request a call back today. If you're a Quants professional on a mission for Quantitative Research jobs, the Selby Jennings global Quants team delivers exceptional recruitment to industry-leading firms, from global investment banks, boutique hedge funds, and management consultancies, to software providers, and everything in between. Submit your CV/resume today and one of our talent consultants will get back to you if a role fits your profile.

If you're a candidate, please register your CV and get discovered for all relevant roles.

If you're a client looking for the best talent, please Register your vacancy or Request a call back for an introduction to our services.

Benefits of working with Selby Jennings

We are a specialist talent/recruitment partner. Among the many benefits of working with Selby Jennings Quantitative Research & Trading team located in Berlin:

Experience

We have nearly 20 years of experience as a leading recruiter in financial sciences & services.

Network

A vast, global network of the best, in-demand professionals, working with the world’s largest financial institutions to innovative fintech start-ups and beyond.

Knowledge

Our award-winning talent specialists offer bespoke, tailored guidance on the latest hiring trends and industry news to help you achieve your goals.

At Selby Jennings, we believe in fostering long-term partnerships based on trust, integrity, and mutual success. We strive to provide personalized solutions tailored to your specific requirements, offering flexible options to accommodate your Quantitative Research & Trading hiring preferences. Whether you need to fill critical positions quickly or are seeking strategic talent acquisition solutions, we have the resources and expertise to deliver results. Submit your vacancy to us today.

Take the first step towards overcoming your talent shortage today by completing the form. Our team looks forward to speaking with you to explore how we can partner with your organization to meet your Quantitative Research & Trading recruitment needs efficiently and effectively.

Quantitative Research & Trading Jobs

Futures Execution Researcher (QR)

Position Overview: A top Hedge Fund is seeking a highly skilled Futures Execution Researcher to join our team in New York. As a Futures Execution Specialist, you will play a crucial role in enhancing futures execution for our intraday global futures strategy. The ideal candidate will possess a strong background in futures execution microstructure with a minimum of five years of experience, preferably from a sell-side algorithmic trading desk or an HFT trading firm. This position is ideal for a mid-level professional who is passionate about hands-on work and is not seeking a managerial role. Key Responsibilities: Conduct research and analysis to optimize futures execution for our global strategy. Design and implement algorithms for improved futures execution efficiency. Collaborate with the trading team to assess market trends and develop innovative execution strategies. Utilize technical skills in quantitative research, particularly with KDB and Python, to drive execution improvements. Stay updated with industry trends and best practices in futures execution microstructure. Qualifications: Bachelor's or Master's degree in a quantitative discipline such as Computer Science, Mathematics, Physics, or Engineering. Minimum of five years of experience in futures execution microstructure research. Proficiency in programming languages such as Python and experience with KDB. Strong understanding of market microstructure, algorithmic trading, and execution strategies. Previous experience designing and coding algorithms at a bank, HFT firm, or buy-side institution is highly desirable. Excellent analytical skills with a keen attention to detail. Ability to work independently and collaboratively in a fast-paced environment. Additional Information: This role is based in our New York office. The team operates primarily in-office and values regular in-person collaboration. Candidates from single-stock equities execution backgrounds are also encouraged to apply. We are open to candidates with experience in listed products on exchanges. This position does not cover FX or cash bonds; instead, it focuses on listed single-name equities.

US$250000 - US$450000 per year + Performance Based Bonus

New York

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Quantitative Developer - Central Research Technology

About the Role: A renowned Hedge Fund is seeking a talented Quantitative Developer to join their Central Research Technology team. This team is at the forefront of building innovative solutions for research and live trading of quantitative strategies across various frequencies and products. This role presents a unique opportunity for career growth while contributing to the development of cutting-edge research and quant trading systems. Responsibilities: Create efficient and reusable C++ libraries focusing on macro instrument analytics (FX, Rates, Credit) for research, back-testing, and live trading purposes. Integrate analytics libraries seamlessly into the broader Python research infrastructure, enabling trading teams across the firm to leverage them in their research and trading workflows. Collaborate with Data Services to procure market data essential for real-time and historical analytics. Ensure accuracy by reconciling calculations with benchmark sources. Requirements: 1-5 years of professional experience in software engineering within a collaborative setting. Bachelor's degree or higher in computer science or a related quantitative discipline. Strong grasp of object-oriented programming, design patterns, and data structures. Experience with the software delivery lifecycle and producing high-quality code for production environments. Familiarity with instrument pricing and risk software patterns. Proficiency in C++ and familiarity with Python. Exposure to Rates and/or Credit products such as bonds and swaps. Solid quantitative and statistical skills. A team player with a strong sense of ownership and attention to detail. Quick learner who thrives in a fast-paced environment. Commitment to upholding the highest ethical standards.

US$250000 - US$450000 per year + Performance Based Bonus

New York

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Quantitative Researcher (Derivatives)

Currently we are partnered with the front office quant team of a growing Asset Management firm based just outside of Manhattan. The team is led by the two founding partners who have a combined of 25+ years of professional systematic finance experience. As a Quantitative Researcher, you will play an integral role supporting our senior management team. The researcher will participate in strategy development and design by researching and testing implementable investment strategies. Required Skills Bachelor's degree, preferably in computer science, mathematics, or other quantitative area 4 years of experience or an advanced degree in a quantitative area, preferred Strong programming experience in languages such as VBA, C++, C#, or Python Working knowledge of derivative securities Extensive experience with Excel and PowerPoint Excellent quantitative and analytical skills Strong communication and interpersonal skills Futures and options trading experience a plus

US$40000 - US$200000 per year + discretionary bonus

New York

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C++/ Java Software Engineer

Requirements: Bachelor's or Master's degree in Computer Science, Software Engineering, or a related field from a Top-25 CS program Proven experience as a Front-Office developer working on electronic trading platforms with specific exposure to SOR, DMA, Dark Pool Liquidity, and algorithmic execution. Proficiency in a wide range of web development technologies and languages, including JavaScript, React, Node.js, and Python in addition to professional experience in C++ OR JAVA Experience working at a reputable HFT/Proprietary Trading firm Responsibilities: Platform Development: Collaborate with the development team to conceive, develop, and enhance our specialized AI-driven research platform. Front-End Development: Construct and maintain user-friendly, responsive web interfaces, dashboards, and data visualization tools for quantitative analysts and traders. Back-End Development: Build robust, scalable, and high-performance server-side components supporting the trading platform's execution, data processing, and analytics. AI Integration: Contribute to the integration of AI and machine learning algorithms into the platform, providing data-driven insights and predictive analytics. Data Management: Implement solutions for efficient data storage, retrieval, and management to handle substantial volumes of financial data. Collaboration: Work closely with quantitative analysts, traders, and data engineers to understand their requirements and translate them into technical solutions.

US$200000 - US$650000 per annum + + bonus

New York

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Independent Remote Portfolio Manager

After successfully navigating a challenging 2023 a long-standing Quant Trading firm we are partnered with has received a large capital allocation to onboard, support, and scale up multiple new Portfolio Managers. The sweet spot for them is Sharpe > 3 and are highly interested in cross-asset futures, FX, and vol based strategies - though it is worth noting they are looking into other areas as well. Key Points of their setup: - Full IP Protection - Remote flexibility - Transparent cost structure - Highly competitive salary + PnL split - Open to team moves - Live track record required If you or your trading team would be interested in a conversation to learn more about this trading setup or similar please apply.

US$150000 - US$250000 per year + + PnL Split

New York

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C++ Team Lead

Responsibilities: Participate in the development and improvement of the back-end distributed system, enabling continuous company-wide risk and Profit&Loss calculations. Collaborate closely with Quants and Quant Developers worldwide to develop pricing and risk analytics for our proprietary pricing library. Contribute to the development of proprietary pre-trade analysis and market analysis tools for Portfolio Managers. Essential Requirements: Significant experience in C++ development (Expert understanding of the C++11/ C++14/C++17 standards is essential). Prior experience in leading / managing a team. Experience in developing and maintaining a back-end distributed system. Experience with a source control system (Git preferred). BSc in computer science or another quantitative field (M.A. degree is a bonus). Excellent communication skills. Ability to work independently in a dynamic environment. Detail-oriented, organized, demonstrating thoroughness and strong ownership of work. Additional Valuable Skills (Nice to Have): Experience with CI/CD. Familiarity with Linux platforms. Experience with Fixed income analytics pricing & risk analytics. Experience with Docker/Kubernetes. Experience with financial mathematics and statistics. Experience in the financial sector.

Swiss Franc300000 - Swiss Franc500000 per annum

Geneva

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Senior Software Engineer

Selby Jennings is working with one of the most successful proprietary trading firms in the world. This firm trades a broad range of asset classes, instruments, and strategies in financial markets globally. Currently, they are seeking a Senior Software Engineer to join their Core Development team and work on their real-time market data technology. This technology is vital for making informed trading decisions, executing trades quickly and efficiently, and providing an edge over competitors. The Role: You will be responsible for creating and optimizing scalable, multi-tiered applications and infrastructure. This may include other duties as assigned or needed. They are looking for someone who will be able to solve difficult technical problems in a fast-paced and energetic environment. The ideal candidate has: At least 5-8+ years of programming skills using C++ in a Linux environment Strong understanding of computer systems e.g. operating systems, CPU architecture, networks, performance optimization, etc Experience in Object-Oriented design and multi-threaded programming Experience in creating/supporting cross-platform multi-threaded applications. Strong analytical and problem-solving skills. Ideally some experience in developing low latency systems. Bachelors degree in Computer Science, Computer Engineering or related field Reliable and predictable availability

US$350000 - US$600000 per year

Austin

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Treasury Trader - Tier 1 Hedge Fund

Responsibilities: Execute trades in treasury securities, government bonds, corporate bonds, and other fixed income instruments to achieve desired investment objectives. Monitor market conditions and analyze economic data to identify trading opportunities and risks. Develop and implement trading strategies to generate alpha and minimize portfolio risk. Manage relationships with counterparties, brokers, and other market participants to ensure optimal trade execution and access to liquidity. Work closely with portfolio managers and research analysts to provide market insights and support investment decision-making. Monitor and analyze portfolio performance and attribution, and communicate findings to internal stakeholders.

Negotiable

Hong Kong

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Macro Platform Engineer

A top Multi-Strategy Hedge Fund in New York is looking to hire a Python Engineer to their Trading Data Team. The fund manages more than $15B in total assets under management, and runs fundamental and discretionary Equity and Global Macro strategies. The fund is known for their strong historical performance, internal investments into technology and innovation, and positive, employee-focused work culture. The individual will be a key engineer in building out a state of the art platform that data scientists, quant researchers, and investment teams can leverage to source macro trading investment data. The role will be quite hands on and will involve significant interaction working with the front office. The ideal candidate will have 5-10 years of experience, strong technical skills with Python and AWS, and experience working with front office trading or investment teams. Responsibilities: Work closely with the broader engineering team to build and scale a high quality investment data platform Develop solutions that leverage cloud-based data and distributed computing technologies Develop an understanding of data requirements and utilization for systematic investing to help with design decisions Consult with portfolio management teams to understand their infrastructure and tech requirements Help drive the fund's cloud strategy and approach Create high performance solutions to loading/serving large amounts of investment data Qualifications: 5+ years of experience in Software Engineering Computer Science Degree Excellent coding skills in Python Strong knowledge of cloud and working experience with AWS Experience working closing with investment/trading teams A passion for data and creating high quality data products

£200000 - £250000 per year

New York

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Data Scientist

Selby Jennings is working with a leading Market Maker who wants the top 1% of engineering talent in the space. They are seeking strong Data Scientists and/or Machine Learning Engineers to join their Data Strategies Group. This group is responsible for applying mathematical and statistical models to the financial markets, combining rigorous research and advanced technology to systematically identify and execute on investment opportunities. They use world class analytics to track and predict the financial and economic performance. Their success relies on applying the best minds and techniques to unique and unmined datasets more quickly and more intelligently than the competition. Team consists of a diverse group of extremely talented individuals with PhDs in computer science, economics, engineering, and math, and with prior work experience in tech startups, investment banks, management consultancies, national laboratories, and academia. They rely on close collaboration with portfolio managers and analysts to ensure that the forecasts we deliver generate alpha for their investors. The Role Apply statistical and predictive modeling techniques to analyze large data sets Analyze new data sets and determine statistical relevance to financial metrics Produce forecasts that can be applied to quantitative and discretionary investment strategies Role Requirements: PhD degree in Computer Science, Engineering, Physics, Mathematics, Statistics or Econometrics. Excellent communication skills and the ability to work in a team environment Demonstrated ability to conduct independent research utilizing large data sets Programming experience in any of the following: Python, SQL, R, MATLAB, C++, Java, C#, Perl Understanding of financial markets and alternative data Accountabilities: Genuinely interested in understanding what factors drive a company's financial performance and how these factors are priced in financial markets Programming experience Detail oriented Ability to digest and synthesize large and unstructured data sets Organized and able to present ideas Can independently develop and test ideas related to alpha generation Strong work ethic Assertive yet willing to work within a team and take on any task Creative, strong work ethic and works efficiently Professional demeanor Able to present, communicate, and is approachable to team members and management Has self-reliance and uses good common sense Is able to build strong company relationships and build out network with peers and sell side analysts

Negotiable

New York

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Commodity Quant Analyst

A $25bbn+ Commodity Trading Firm in the NYC area is looking for a Commodity Quant Analyst to assist their power and gas trading teams. The firm has cemented themselves as one of the largest and most successful commodity trading funds over the last 10+ years and are looking to further increase heacount in their quant business in order to spearhead new initiatives. The firm is committed to further embedding advanced data science and machine learning methods that will provide a competitive edge to their strategies and are actively seeking someone who can provide novel approaches in order for them to actualize these projects. The fund offers incredible growth potential for the people within their business, autonomy to explore new technologies that can further drive performance of strategies and a flat structure that encourages collaboration across multiple teams within the firm. The ideal candidate will have: 2+ years experience working as a Data Scientist, Quant Analyst, Quant Developer and/or Quant Researcher in the commodities space Previous experience in power/gas is not a must but interest in these markets is necessary Advanced Python skillset Experience working with various data science/ml methods (leveraging ML on financial data is a big plus) Advanced STEM degree Strong communication skills/desire to work in a team environment

US$200000 - US$400000 per year

New York

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Trade Support Engineer

Our team is partnered with a proprietary trading firm in Chicago that has been in business for decades. This firm leverages cutting edge technologies to trade equities and futures at a mid frequency rate. This firm is seeking a Trade Support Engineer to join their team, playing a dynamic role in supporting and automating their Linux based trading platforms as well as providing support to Traders and PMs. This is an excellent role for someone who is looking for visibility into trading and has a desire to continually improve their technical skillset. Qualifications 3+ years of relevant experience Bachelor's degree in technical or financial study Strong experience with Python and/or Bash Experience supporting Unix/Linux systems Experience with SQL

US$100000 - US$170000 per year

Chicago

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hiring advice

The Real Alpha: Unleashing Talent in Quantitative Finance Hiring

Demand for Quantitative Analytics, Research & Trading professionals is always increasing in the financial services industry. It can be a challenge for hiring managers without the right talent partner to attract and retain the best Quants, meaning having guidance on salary and industry trends is crucial in getting the right workforce in place for the years ahead.Similarly, professionals with the right skills and expertise in Quantitative Analytics, Research & Trading can find themselves in a position of too much choice, with a wide range of attractive opportunities all vying for them, meaning many professionals are curious about whether their salaries and bonuses match their peers.Discover talent challenges and opportunities across Quantitative Analytics, Research & Trading, which includes insights on: A comprehensive overview of the Quants space Strategies for successful hiring of QuantsSalary overviews for the US, Europe, and APACA bonus chapter on women in Quants Key takeaways for those hiring and professionals considering their next move Download ‘The Real Alpha’ now.

career advice

Quantitative Analytics Salary Guide Europe 2023

In Europe’s financial services sector, there’s a consistent demand for professionals in Quantitative Analytics, Research & Trading. Requirements for professionals across front and back office, covering the entire lifecycle from coding and validation to derivative pricing and automating functions, is astronomically high.Having guidance on salary and industry trends is crucial for hiring managers and professionals alike. Our latest salary guide offers in-depth information on compensation, broken down by job roles and experience levels. Don’t miss these essential insights - download your copy of the Selby Jennings Quantitative Analytics Salary Guide Europe 2023 here:

Quantitative Research & Trading

Selby Jennings: A Specialist Quantitative Research & Trading recruiter in Germany