Selby Jennings

Senior Quantitative Developer / Data Scientist
A leading global investment firm is seeking a hands‑on quantitative developer to help build the next generation of data‑quality and research infrastructure. This role sits at the core of the firm's analytics stack, shaping the integrity of the data that drives trading decisions.
What You'll Do

• Develop statistical models to detect anomalies and validate multi‑asset market data
• Build scalable frameworks that ensure clean, reliable datasets for research and trading
• Work directly with investment teams to translate requirements into metrics and monitoring tools

What You Bring

• 7+ years in quant dev, data science, or research engineering
• Strong statistics and modeling skills; experience with equities or futures data
• Proficiency in Python and SQL; comfort with large-scale time‑series datasets
• Clear communication and a collaborative mindset

Bonus

• Cross‑asset experience (FI, FX, derivatives)
• Familiarity with data observability or lineage tools

Total compensation: $300,000 - $600,000