HFT Quantitative Trader - Selby Jennings : Job Details

I have directly partnered with the CIO at a rapidly growing NY based prop trading that is continuing to expand their Quantitative Trading platform. He is actively looking to bring on Portfolio Managers / Quantitative Traders who run their own fully systematic HFT to short-term strategies/portfolio (i.e., milliseconds to a few days holding periods) across either futures, options, equities, etc. The candidate must have at least a 2 year proven track record of managing money and a realized Sharpe of 3+.

If you're interested in joining an excellent firm with competitive splits and a large capital backing, apply now!

Qualifications:

• BS/MS/PhD in a quantitative discipline from a top tier university is preferred
• Must be coming from a reputable trading desk at either a hedge fund or prop trading firm
• Strong knowledge of python
• 3+ years of developing and running fully systematic strategies / portfolio

Diversity & Inclusion: A company commitment to equal opportunity. We do not condone discrimination on the premise of race, color, religion, sexual orientation, age, gender identity or expression.