Selby Jennings has built a close partnership with a trailblazer in the quantitative investments space, a start-up operating in a nearly untouched vertical and a huge roadmap planned for success. Our partner provides liquidity and inventive lending to high-net-worth investors across private equity, venture capital, hedge funds and financial products.
As an engineer in quantitative analytics, you will be responsible for enterprise-wide modeling, risk management and construction of portfolios while working on building greenfield projects from scratch. In this lasting period of substantial growth, the opportunity to have an incredible impact early in your career while working alongside extremely talented quants, engineers and investment professionals gives you the platform to develop a highly sought-after skillset as other firms try to follow suit.
Joining this dynamic firm at this stage opens prodigious doors from exposure to cutting-edge technologies and upskilling to personal growth and serious financial gain.
The ideal candidate has:
- 3-7 years of professional Python experience
- Passion for AND knowledge of financial services space (Risk Management a plus)
- BSc in STEM
- Experience utilizing SQL
Nice to have:
- Web application development exposure
- Strong experience leveraging AWS