Quantitative Developer (Commodities) Job at Selby Jennings, Boston, MA

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  • Selby Jennings
  • Boston, MA

Job Description

We are currently working with a new PM at one of the largest multi-managers in the US that is looking to bring on a Quantitative Developer that has experience working on trading infrastructure and implementing trading strategies within the commodities markets. This is a rare opportunity to collaborate with the PM, traders, and researchers to build up the pod's infrastructure from scratch. The position will sit in their Boston office.

Key Responsibilities

  • Develop and enhance the team's proprietary research and trading platform.
  • Participate in the research, development, and deployment of new systematic trading strategies.
  • Assist in building and maintaining the team's core infrastructure, with significant opportunities to influence and own architectural decisions.
  • Work closely with the Senior Portfolio Manager and team in a transparent environment, engaging in the entire investment process from idea generation to execution, focusing on the global power-trading space.

Requirements:

  • Experience in building backtesting and execution frameworks for continuously traded markets (equities, commodities, etc.).
  • Experience working with large codebases in a low-level language. Familiarity with Rust is a plus but not required.
  • Strong proficiency in Python.
  • Master's or PhD degree in Computer Science, Engineering, Applied Mathematics, Statistics, or a related STEM field (PhD preferred).
  • Excellent communication, analytical, and problem-solving skills.
  • Familiarity with short-term power trading is not required, but experience with the EU or US power markets is a plus.

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