Quantitative Developer – Stat‑Arb Trading Desk

Selby Jennings is looking for a Quantitative Developer to enhance trading infrastructure at a leading hedge fund in London. This role supports the Portfolio Manager in developing and optimizing systematic equities strategies using Python and R. Candidates should have 2-5 years of relevant experience and strong skills in a Linux environment. The position involves building trading tools, supporting strategy performance, and working closely with the trading team in a dynamic setting. #J-18808-Ljbffr