Accessibility Links

Head of Core Library Development

  • Job type: Permanent
  • Location: New York
  • Salary: US$500000 - US$1000000 per annum
  • Job reference: 167661/001_1529013935
  • Sector: Development , Selby Jennings
  • Date posted: 14/06/2018

We recently spoke with the Global Head of Quants at a leading Investment Bank, who is looking to bring on board a hands-on Global Head of Core Library Technology in NYC. This hire is due to recent restructuring and a global reallocation of resources that has led to a significant amount of growth in the US. Although the library has been in existence for years, it has served as the foundation of the success of the business.

If you are a passionate coder with applied experience in improving the speed and efficiency of firm-wide libraries and managing top performing teams, please apply with an updated CV and we can discuss the further details. Given the importance of this position, the business is budgeting $600,000 to $1,000,000 total compensation.


  • Manage a global team of 7+ Associate and VP level Quant Developer

  • Lead the thought process behind the architecture and development of the library

  • Coordinate with Asset Class Quant and Trading heads

  • Research emerging technologies to be implemented within the library

  • Build innovative modules and features within the library and lead code review


  • 10+ years of applied expertise in C++ library architecture

  • Applied experience using GPUs to increase speed of firm-wide libraries

  • 10+ years of front office cross-asset development experience

  • Expertise in PDEs and Monte-Carlo Simulation

  • Demonstrated experience of leading a technology or quant team of 5 or more

  • Advanced degree in quantitative discipline (i.e. Computer Science, Physics, Mathematics, etc.)

Similar jobs
Software Engineer
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$500000 per annum
  • Description Software Engineer | Multi-Billion Hedge Fund New York City, NY Compensation range: $200,000-$500,000+ total & benefits One of our trusted hedge fund partners
Senior Associate, Investment Risk Management
  • Job type: Permanent
  • Location: Newark, New Jersey
  • Salary: US$100000 - US$130000 per annum
  • Description An American Fortune 500 is looking for a senior associate to join their Investment Risk Management group. In this position, you will be doing the design and development of quantitative credit analysis
Director Securitized Product Modeller
  • Job type: Permanent
  • Location: New York
  • Salary: £350000 - £450000 per annum
  • Description Director Securitized Product Quant Modeller We just got off the phone with the Global Head of Quants at a Global Investment Bank that is looking to significantly expand their front office Quant
Quantitative Researcher- Equities
  • Job type: Permanent
  • Location: Boston, Massachusetts
  • Salary: US$85000 - US$185000 per annum
  • Description Quantitative Researcher-Global Equities This Boston-based asset management firm is looking for a data-scientist/quant researcher to join their investment strategy team
Manager of Modeling & Analysis
  • Job type: Permanent
  • Location: Greenville, South Carolina
  • Salary: US$120000 - US$140000 per annum
  • Description A rapidly growing institution is seeking highly quantitative individuals to join their industry leading core model development team. This team is responsible for managing all facets of the modeling