Quantitative Developer: Python, Time Series & Risk Automation
Selby Jennings
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. #J-18808-Ljbffr Selby Jennings
Vacancy posted 3 days ago
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