Selby Jennings is the foremost provider of recruitment solutions to global financial institutions within the Quantitative Analytics space across Europe, USA, Asia and the Middle East.
Our responsibilities across Human Capital Management fall within a vertical specialising in Front Office Analytics and Quantitative Development, Quantitative Modelling, Model Validation and Derivative Price Testing.
Our team works with a diverse range of clients, including investment banks, hedge funds, asset management firms, analytics houses and vendors, corporate finance and private equity financial consultancies and trading houses.
We have extensive coverage across all of the major asset classes – Equity, Credit, Fixed Income, Interest Rate, FX and Commodities, as well as in-depth knowledge of groups with both a vanilla and exotic derivative focus.
This specific vertical market was originally built up by the Selby Jennings team because of the increased demand in an industry where needs were not being met effectively by any other firm. The Selby Jennings Quant team now has a highly skilled group of recruitment consultants who have been technically trained to deliver successful resourcing solutions to our clients.
Due to the team’s unsurpassed understanding of our niche area, we have developed lasting relationships with our clients which have given us the competitive edge above our competitors. Our understanding of our client’s specific institutions, teams and hiring managers’ needs has enabled us to provide unrivalled results for our clients on a continual basis. This personal aspect we are able to offer means that we truly are our client’s partners in recruitment.
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