Selby Jennings, founded in 2004, has a dedicated team of consultant’s specializing across the capital markets space. Our teams have established working relationships with the leading US, European, Asian, and International investment banks, actively recruiting for front office Quantitative Analysts, Desk Quants, Quantitative Developers, Portfolio Managers, Quantitative Traders, Quantitative Researchers, and front office facing model validation quant positions. We have extensive coverage across all of the major asset classes – Equity, Credit, Fixed Income, Interest Rate, FX and Commodities, Crypto (CeFi & DeFi) as well as an in depth knowledge of groups with both a vanilla and exotic derivative focus.