Location: Singapore / Hong Kong
Experience: 2+ years

Selby Jennings is partnering with a leading global quantitative investment firm to hire Python Quant Developers to join systematic trading and investment teams. This opportunity is suitable for individuals who enjoy building production-grade quantitative technology, working closely with researchers and portfolio managers, and developing tools that support systematic investment strategies across various asset classes.

• Develop and maintain Python-based quantitative research and trading tools.
• Partner closely with quantitative researchers and portfolio managers to support systematic investment strategies.
• Build and enhance data pipelines, research infrastructure, analytics platforms, and production systems.
• Contribute to the design, implementation, testing, and deployment of scalable quantitative applications.
• Improve platform performance, reliability, and automation across the investment lifecycle.
• Support the integration of new datasets, models, and trading workflows.

• Minimum 2 years of experience in a Quant Developer, Quantitative Technology, or related role.
• Strong programming skills in Python.
• Experience supporting quantitative research, systematic trading, or systematic investment teams.
• Understanding of software engineering best practices, including testing, version control, and code quality.
• Familiarity with financial markets and quantitative investment processes.
• Strong problem-solving and communication skills.

• Exposure to systematic hedge funds, asset managers, proprietary trading firms, investment banks, or quantitative investment teams.
• Experience working with cloud technologies, distributed computing, or large-scale data processing.
• Knowledge of databases, Linux environments, and data engineering frameworks.
• Experience working with researchers, traders, or portfolio managers in a front-office environment.

• Opportunity to work alongside leading quantitative investment professionals.
• Exposure to systematic trading and quantitative investment strategies across multiple asset classes.
• Collaborative, technology-driven environment with strong emphasis on innovation and research.
• Competitive compensation package and long-term career development opportunities.