Python Quant Developer
Selby Jennings advertises Python quant-development openings at an unnamed investment firm. The developers support systematic researchers with data pipelines, analytics and production trading tools.
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.
- Develop reusable Python research tools
- Integrate datasets and quantitative models
- Improve application tests, deployment and reliability
- Translate researcher and portfolio-manager requests into software
What they ask for
Required
- Two or more years in relevant quantitative technology
- Python
- Systematic investment workflows
- Testing and version control
- Financial-market familiarity
- Problem-solving and communication
Preferred
- Cloud or distributed computing
- Databases and Linux
- Front-office collaboration
- Education
- No formal degree requirement is specified.
- Experience
- At least two years in quantitative development or related technology.
- Languages and tools
- Markets
- multi-asset
How to prepare
- Build a tested data-to-model research pipeline
- Demonstrate production-quality Python design
- Explain monitoring and recovery for an analytical service
What to study
- Quantitative Data Engineering
- Python for Quantitative Finance
- Trading Systems and Low-Latency Infrastructure
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.