Senior Quantitative Trader - Selby Jennings

A technology-driven proprietary trading firm specializing in systematic alpha research and electronic market-making is looking to onboard an experienced Quantitative Trader to join their team. They trade across a multitude of asset classes and trading venues with significant market share and are looking for several Quantitative Traders to join our team across multiple offices.

As a Quantitative Trader, you will collaborate with some of the industry's top researchers and developers to design and implement new systematic high-frequency trading (HFT) market-making strategies, leveraging their existing technology and infrastructure.

Responsibilities:

• Design and implement systematic HFT market-making strategies
• Collaborate with researchers and developers to enhance trading systems
• Utilize advanced technologies and infrastructure to optimize trading performance
• Conduct thorough analysis and backtesting of trading strategies
• Monitor and adjust strategies in real-time to ensure optimal performance

Qualifications:

• Bachelor's, Master's, or PhD in Computer Science, Mathematics, or related fields
• Deep experience in high-frequency trading
• Proven track record of at least 2 years with consistently profitable strategies generating high Sharpe Ratios and PnL
• Proficiency in Python, R, kdb+, or C++
• Desire to work in a small, collaborative environment
• Degree from a top-tier college or university is a plus
• Passion for new technologies and innovative ideas
• Strong communication skills