Quant jobs / Selby Jennings

OTC Quant Developer

Selby Jennings advertises a Rust role for an unnamed institutional digital-asset trading firm. The developer builds production systems for OTC quoting, option pricing and derivative risk.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Implement derivative pricing and risk logic in Rust
Build RFQ and quote-generation features
Integrate models with trade booking and positions
Own testing, deployment and production support

What they ask for

Required

Four or more years of relevant development
Production Rust
Options or OTC derivative systems
Pricing and risk workflows
Trading-environment experience
Stakeholder communication

Preferred

Options market-making or OTC desks
C++ or Python

Education: No formal degree requirement is specified.
Experience: At least four years in software engineering or quantitative development.
Languages and tools: Rust
C++
Python
Markets: crypto, options

How to prepare

Implement tested option sensitivities in Rust
Design a quote-to-booking workflow with risk controls
Explain how model changes are validated before release

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Selby Jennings’s site before applying: requirements, location and pay can change after we check them.

View the posting on Selby Jennings’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Selby Jennings and doesn’t handle applications.