Quantitative Developer - Python, Time Series & Cloud
Selby Jennings
Selby Jennings is seeking a Quantitative Developer to join its New York office. The role focuses on financial data modeling, macro product exposure, and hands-on Python development. You will build market data models and time series framework, support front office, and automate risk management tooling to improve trading risk appetite. Strong Python, time series analytics, and cloud familiarity (AWS/Azure) are required, with excellent communication and stakeholder management. #J-18808-Ljbffr Selby Jennings
Vacancy posted 2 days ago
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