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Selby Jennings Interview Questions

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Let’s say that your company is running a standard control and variant AB test on a feature to increase conversion rates on the landing page. The PM checks the results and finds a .04 p-value.

How would you assess the validity of the result?

Experiment Validity

You are testing hundreds of hypotheses with many t-tests. What considerations should be made?

What is a key disadvantage of the F-test when compared to multiple t-tests?

What is a key disadvantage of the F-test when compared to multiple t-tests?

Hundreds of Hypotheses

You are testing hundreds of hypotheses with many t-tests. What considerations should be made?

Suppose there exists a new airline named Jetco that flies domestically across North America. Jetco recently had a study commissioned that tested the boarding time of every airline, and it came out that Jetco had the fastest average boarding times of any airline.

What factors could have biased this result, and what would you look into?

What could potentially bias the average boarding time in favor of an airline that only flies domestically?

What could potentially bias the average boarding time in favor of an airline that only flies domestically?

Boarding Times Bias

A new airline came out as the fastest average boarding times compared to other airlines.  What factors could have biased this result and what would you look into?

Selby Jennings Salaries by Position

Risk Analyst - Volatility Selby Jennings Manhattan, United States  Apply now     Posted 6 days ago In-Office Job Permanent USD160000 - USD200000 per year + bonus    Risk Analyst - Volatility Selby Jennings Manhattan, United States  Apply now
A Multi Strategy Hedge Fund is hiring a Risk Analyst to cover the Volatility business in NYC.
A Multi Strategy Hedge Fund is hiring a Risk Analyst to cover the Volatility business in NYC.
This is a specialized role, working exclusively to cover multiple volatility strategies (Vol Arbitrage, Macro Vol, Rates + FX Vol, Options Market Making, Dispersion, etc.) and contributing to a culture that enhances smart risk-taking across the business.
Broad experience with multi-asset derivatives is a must, and specialization in Volatility Derivatives or Exotic Equity/Rates derivatives will be a huge plus.
For any candidate looking to join a top performing fund and leverage their derivatives and volatility knowledge, this is a great opportunity. This hire will work closely with senior risk managers as well as the business, so strong communication is essential.
Qualifications:
4+ years of experience in market risk management/derivative pricing
Familiarity with volatility modelling + vol surface construction across products and asset classes
Proficiency in Python + SQL; experience with Java preferred
Specialization in Vol Derivatives, Equity/Rates Exotics pricing, Macro Vol strategies, Vol Arbitrage, and Dispersion strongly preferred
We support the Financial Sciences & Services industry with talent that can truly shape the future of a business.Whether that be Quantitative Analyti...  Director - Interest Rate Risk (IRRBB) Selby Jennings Manhattan, USA
VP - Interest Rate Risk (IRRBB) Selby Jennings Manhattan, USA
Quant Researcher - Macro Volatility Selby Jennings Manhattan, USA
Quantitative Portfolio Researcher Selby Jennings Manhattan, USA
Senior Quantamental Equity Researcher Selby Jennings Manhattan, USA
Equity Analyst (Consumer/Retail) Selby Jennings New York, USA
Boost your career   Boost your career Find thousands of job opportunities by signing up to eFinancialCareers today.

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Job Summary : We are looking for a seasoned Data Architect to design and implement scalable, high-performance data frameworks for analytics and real-time processing. The ideal candidate will have over 8 years of experience in data architecture, particularly within fintech or financial services, with a strong background in large-scale financial applications. You will be pivotal in optimizing our data infrastructure and ensuring data integrity, security, and accessibility.
Key Responsibilities :
Data Architecture Design : Develop scalable, flexible, and secure data architectures. Create and maintain data models, schemas, and warehouses.
Data Strategy & Roadmap : Collaborate with leadership to define data strategy, drive data integration, and streamline processes.
Data Governance & Compliance : Implement and enforce data governance policies, ensuring data quality, privacy, and regulatory compliance.
Optimization & Performance Tuning : Continuously monitor and optimize data architectures for performance and cost-efficiency.
Collaboration with Engineering Teams : Work closely with data engineers, scientists, and software engineers to align on data needs and best practices.
Technology & Tool Selection : Evaluate and implement data management, storage, and processing technologies.
Required Qualifications :
8+ years in data architecture, data engineering, or related fields within fintech, finance, or technology.
Proven experience with data modeling, ETL/ELT processes, and database systems (e.g., SQL, NoSQL, Oracle, PostgreSQL, MongoDB).
Extensive experience with big data technologies (e.g., Hadoop, Spark) and cloud platforms (e.g., AWS, GCP, Azure).
Proficient in designing and maintaining data warehouses (e.g., Snowflake, Redshift) and familiar with BI tools (e.g., Tableau, PowerBI).
Knowledgeable in data governance practices, privacy regulations (GDPR, CCPA), and security best practices.
Strong problem-solving skills and ability to analyze complex data requirements.
Excellent communication skills and ability to work cross-functionally.
Preferred Qualifications :
Certifications in data architecture or cloud (e.g., AWS Certified Data Analytics, Microsoft Certified Azure Data Engineer).
Familiarity with machine learning and AI concepts.
Proficiency in Python, R, or other data-related programming languages.
Expected Salary : $175,000 - $210,000

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I am currently partnering with a leading Energy Trading firm in the Connecticut area that is actively looking to expand their Power Trading desk by taking on a Quantitative Analyst to work directly alongside their Head of US Power. This role will entail working on the development and implementation of pricing models, conducting power market research, development of analytical trading tools, and generating insights as to drive decision-making for the trading desk.

Key Responsibilities:
Develop and enhance quantitative models to analyze US Power market dynamics, including supply-demand fundamentals, pricing, and risk assessment.
Conduct in-depth research and analysis of US Power market trends, regulatory changes, and competitor activities to identify trading opportunities and risks.
Analyze large datasets of historical and real-time market data to extract actionable insights and support decision-making processes.

Key Qualifications:
Bachelor's or Master's degree in a quantitative field such as Mathematics, Statistics, Physics, Engineering, or related disciplines.
Experience in US Power or broader commodity market analysis, including knowledge of market fundamentals, price drivers, and regulatory frameworks.
Strong expertise in quantitative modeling, statistical analysis, and programming languages such as Python, SQL, or MATLAB.
Excellent problem-solving skills and ability to work with large datasets and complex mathematical models.
Proven ability to work collaboratively in a fast-paced and dynamic environment, with a strong commitment to achieving team goals.

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Selby Jennings is leading the search for software engineer to join a quant hedge fund based in NYC. The firm was founded more than twenty years ago and are well known for driving industry innovation within technology. They are looking for a software engineer to spearhead the development of greenfield trading infrastructure in low level C++ while partnering with the CTO and quant research team to take on requests. You will be joining a team that consists of industry leaders who are alumni of top quant hedge funds and universities. This is a great opportunity for a junior-mid level engineer who are looking to take the next step and build critical systems from scratch at a highly regarded firm, You will be able to work on: <ul><li>Market data procurement, low level feed development, management of large data sets and associated workflows </li><li>Development and maintenance of portfolio management systems </li><li>Optimization of core software infrastructure and environment </li> </ul>Qualifications: <ul><li>Bachelors of Science in Computer Science, Mathematics, Physics, Statistics, Electrical and Computer Engineering or similar </li><li>Experience with multi-threaded applications or distributed computing </li><li>Understanding of Linux </li><li>Fluency in C++ and ideally knowledge of Python </li> </ul>#J-18808-Ljbffr

A greenfield hedge fund located in Greenwich, Connecticut is looking to hire their first software engineer. Founded by a well-known portfolio manager with a strong performance track record in alternatives and credit, the firm has been successfully operating with less than ten people. Given their rapid accomplishments, they have set a goal to become a multibillion dollar hedge fund with over 50 employees. As they look to move away from their vendor-based internal systems, the software engineer would be responsible for building all front, middle, and back office technologies. This role will play an instrumental part in both the modernization and continued growth of the firm.
They are open to considering candidates with 5-15 years of experience, strong Python or C# development skills (preference to python), and previous experience in the financial markets.
Responsibilities:
Lead the development of middle and back office systems. These systems will include: risk management, reporting, investor relations, finance and accounting, and PnL settlement
Once middle and back office systems are developed and implemented, build in-house portfolio management/front office technology
Lead the development of internal, proprietary databases
Create road map for how the firm can better generate, store, leverage, and visualize investment analytics. Once road map is created, execute on the project
Build data visualization dashboards for PMs from scratch
Be the subject matter expert for all technology internally
Participate in interviewing, and eventually managing, future engineers on the team
Qualifications
5+ years of experience in the finance industry
Excellent backend software development skills in Python or C#
Strong understanding of the financial markets
Ability to commute to Greenwich, Connecticut

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Position Overview: Selby Jennings is partnered with one of the world's largest independent commodities trade houses to source talent for a Sr. Quantitative Risk Analyst. This position will work directly with the front office, business heads, and the trading desk in order to assess, develop, and implement risk models to support their functions. Key Responsibilities: <ul><li>Design and execute quantitative risk models and metrics to support trading operations. </li><li>Assume responsibility for models, ensuring accurate position assessment with a deep understanding of contract maturity behavior and seasonality. </li><li>Verify the accuracy and consistency of forward curves and implied volatility surfaces by comparing them to market values and settlements. Develop and monitor in-house forward curves, implementing front-to-back office solutions for market assessment. Ongoing curve monitoring includes proper treatment of curve expiry and calendar rolls. </li><li>Provide backup support for Middle Officers in PnL and Position reporting, demonstrating initiative in collaboration with front office, IT, Ops, Accounting, and Finance, as needed. </li><li>Optimize and enhance processes, including data quality checks, through automation of operations. </li><li>Undertake special risk assessment assignments as required for structured and bespoke transactions. </li><li>Evaluate high-risk concentrations/limit breaches and communicate findings to the Head of Risk and Senior Management. </li><li>Aggregate data from diverse sources and uphold disciplined data science practices. </li> </ul>Qualifications: <ul><li>Possess a minimum of 3-5 years' experience in a quantitative role within a trading environment. Consideration may be given to candidates with less experience if they demonstrate a strong application of quantitative theory and hold an advanced degree from a top-tier University/Grande Ã?cole. </li><li>Hold a university degree in a numerate discipline (STEM), with a graduate degree being advantageous. </li><li>Proficient in handling large datasets and databases, with knowledge of SQL. </li><li>Proficiency in at least one programming language/software, with preference given to languages such as Visual Basic, Python, C+/C#, and R. </li><li>Experience or advanced knowledge of programming concepts. </li><li>Demonstrated ability to work effectively in a team environment and communicate work effectively. </li><li>Quick learner with strong attention to detail. </li><li>Familiarity with MS Office, advanced Excel user. </li><li>Desired finance and business acumen. </li><li>Advanced knowledge of derivatives/options, real options, financial mathematics, and statistics. </li><li>Proactive and self-motivated. </li><li>Strong verbal and written presentation skills. </li> </ul>If you are interested in the Sr. Quantitative Risk Analyst position, then please don't wait to apply! #J-18808-Ljbffr

Selby Jennings has partnered with a specialized trading team that sits within one of the most successful proprietary trading firms in history. They are in need of lead software engineers to spearhead the development of ultra-low latency, fully automated, and fully systematic trading infrastructure, which is being built from scratch. The platform will heavily utilize machine learning to make complex predictions and execute trades based on them. This team has been described by the firm as a'start-up' within a multibillion-dollar firm, giving engineers the ability to work on projects with no red tape and in a flat collaborative environment. This group has experienced tremendous success over the past couple of years and is now looking to expand further into new trading strategies and require senior-level engineers to be the backbone of this growth. The two main focuses of the team are to work directly with quantitative researchers to build applications and deploy machine learning models, as well as develop trading execution technology to optimize speed. The current team consists of incredible talent coming from the likes of MIT, Carnegie Mellon, the University of Michigan, Columbia, etc. Many hold PhDs and come from the likes of Google, Meta, and top trading firms. Finance experience is not a must; the firm prioritizes getting the best engineering talent in the world and has a tech-first culture. Requirements: 4 experience as a software engineer at a top tech or trading firm. Experience seeing a critical project through its entire lifecycle. Expert programming experience in any of C++, Python, or Java Experience with low-level programming would be a bonus. Proven experience working on revenue-generating projects J-18808-Ljbffr

I am currently partnering with a leading Energy Trading firm in the Connecticut area that is actively looking to expand their Power Trading desk by taking on a Quantitative Analyst to work directly alongside their Head of US Power. This role will entail working on the development and implementation of pricing models, conducting power market research, development of analytical trading tools, and generating insights as to drive decision-making for the trading desk. Key Responsibilities: <ul> <li>Develop and enhance quantitative models to analyze US Power market dynamics, including supply-demand fundamentals, pricing, and risk assessment. </li> <li>Conduct in-depth research and analysis of US Power market trends, regulatory changes, and competitor activities to identify trading opportunities and risks. </li> <li>Analyze large datasets of historical and real-time market data to extract actionable insights and support decision-making processes. </li> </ul> Key Qualifications: <ul> <li>Bachelor's or Master's degree in a quantitative field such as Mathematics, Statistics, Physics, Engineering, or related disciplines. </li> <li>Experience in US Power or broader commodity market analysis, including knowledge of market fundamentals, price drivers, and regulatory frameworks. </li> <li>Strong expertise in quantitative modeling, statistical analysis, and programming languages such as Python, SQL, or MATLAB. </li> <li>Excellent problem-solving skills and ability to work with large datasets and complex mathematical models. </li> <li>Proven ability to work collaboratively in a fast-paced and dynamic environment, with a strong commitment to achieving team goals. </li> </ul>#J-18808-Ljbffr

We are working with a Commodities Prop Trading Firm with offices in Stamford and Miami that is looking to bring on an quantitative analyst to support their semi-systematic traders in the Crude Oil or Agriculture markets. Responsibilities: <ul><li>Conduct Quantitative Analysis on Global Crude Oil or Agriculture markets </li><li>Produce S&D models/balances on a global scale in the Crude or Agriculture markets </li><li>Work collaboratively with traders and other analysts to monitor and maintain portfolios </li> </ul>Requirements: <ul><li>Experience using Python in a trade analysis/research setting (S&D modeling, price forecasting, global macroeconomic analysis) </li><li>3+ years of experience working with Crude Oil, Refined Products, or Agriculture at a hedge fund or trading firm </li><li>Masters degree in a Quantitative field (Stats, Computer Science, Applied Mathematics, etc.) </li> </ul>#J-18808-Ljbffr

Selby Jennings is leading the search for software engineer to join a quant hedge fund based in NYC. The firm was founded more than twenty years ago and are well known for driving industry innovation within technology. They are looking for a software engineer to spearhead the development of greenfield trading infrastructure in low level C++ while partnering with the CTO and quant research team to take on requests.You will be joining a team that consists of industry leaders who are alumni of top quant hedge funds and universities. This is a great opportunity for a junior-mid level engineer who are looking to take the next step and build critical systems from scratch at a highly regarded firm,You will be able to work on:<ul><li>Market data procurement, low level feed development, management of large data sets and associated workflows</li><li>Development and maintenance of portfolio management systems</li><li>Optimization of core software infrastructure and environment</li></ul>Qualifications:<ul><li>Bachelors of Science in Computer Science, Mathematics, Physics, Statistics, Electrical and Computer Engineering or similar</li><li>Experience with multi-threaded applications or distributed computing</li><li>Understanding of Linux</li><li>Fluency in C++ and ideally knowledge of Python</li></ul>
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Selby Jennings Interview Questions

Selby Jennings Interview Guides

Selby Jennings Interview Questions

Selby Jennings Salaries by Position

Selby Jennings Opening Jobs