Python Set to Get Faster & Backtesting Set to Get Simpler

New York, NY -- (SBWIRE) -- 09/23/2021 -- Python has long been the programming language of choice for backtesting - and a recently published paper revealing it has the potential to become up to five times faster indicates that this is likely to be the case for some time. Python is the most popular systemic trading language globally - when it first arrived on the scene in the 90s it was unknown and used by only a few trading companies. However, it has the advantages of easy accessibility and a large number of quality open-source packages available, which has helped Python get to the peak of popularity that it is enjoying today. New research has now found that Python is about to become even faster - that's something that makes backtesting investment strategies even simpler, which makes Python the number one solution for quants. Speed is a critical factor in backtesting and, thanks to the improvements that could be made to Python imminently, could be even easier to achieve in the future.

As a key hiring partner to businesses across the banking and financial services sector, Selby Jennings is able to offer a wealth of insight to those seeking quantitative analytics jobs across the USA. The firm was established in 2004 and has grown alongside the industry as it has evolved into ever more innovative areas. Today, the team at Selby Jennings has expertise in a broad spectrum of fields including quantitative analytics jobs, as well as opportunities in sales and trading, legal and compliance, financial technology, investment management and corporate and investment banking. The team has achieved coverage across the country, with a reach that extends to locations such as Dallas, Los Angeles, New York, Chicago and San Francisco. It also has access to a broad international network thanks to being the recruitment partner of choice to hundreds of world-leading companies as part of the Phaidon International group, which operates across 6 countries.

Selby Jennings works with permanent, contract and multi-hire solutions to help make connections between quantitative analytics jobs and talented people who can fill them. The firm's approach is to seek to streamline the process of recruitment, making it more efficient, productive and mutually beneficial for all those involved. Key to this has been establishing a database of more than a million mid-to-senior professionals, as well as essential connections to hiring managers in organizations all over the world. The internal team has also been crucial to success, which is why the firm invests heavily in training for consultants and ensures that all are working with best-in-class recruitment technology and strategies. This has enabled Selby Jennings to innovate a more flexible and agile approach to providing specialist hiring support to the banking and financial services sector, including when it comes to niche areas such as quantitative analytics jobs. There are currently many roles available via the firm, such as FP&A Actuary, Private Credit Analyst [Investment Team] and TMT Vice President [Credit].

"As many sectors have recovered from the uncertainty faced in 2020, hiring has accelerated rapidly over the course of 2021. The talent market is more competitive than ever, and we remain committed to helping clients solve one of the top business challenges: talent," commented Kieran Behan, Managing Director at Selby Jennings. He went on to say, "We're inspired by a team who have demonstrated a remarkable ability to adapt and continue to help all our clients secure top talent on a global scale."

To find out more information about Quantitative analytics jobs visit: https://www.selbyjennings.com/

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About Selby Jennings
Selby Jennings was founded in 2004 and provides both local and international connections and perspective with respect to financial services roles. The firm is a specialist leading recruiter with a wealth of experience and the resources and expertise to ensure peace of mind for both clients and candidates.

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