Quantitative Trader - Selby Jennings : Job Details

A top tier proprietary trading firm is looking to bring on an experienced Quant Trader that specializes in High Frequency Futures Trading. The candidate will have a proven track record of managing money for at least 2 years within a high frequency trading environment and ideally a 3+ Sharpe Ratio. You will have the opportunity to bring over your own strategies and utilize the firm's state of the art trading platform/infrastructure. Strong programming skills are a must, and the ideal candidate will have the ability to sit in a standalone capacity.

Responsibilities:

• Research, develop, and implement a portfolio of high-frequency trading strategies, using quantitative models and algorithms
• Monitor market trends and adjust trading strategies in real-time to maximize profits and minimize risk
• Analyze performance data to identify trends and patterns and optimize trading strategies
• Manage the firm's risk exposure and ensure compliance with regulatory requirements and internal policies

Requirements:

• 2+ years of experience managing high-frequency trading strategies in a quantitative prop trading environment
• Strong quantitative skills, with experience in statistical analysis, data science
• Deep understanding of risk management principles and the ability to manage risk exposure effectively
• Experience with Futures in Equities, Commodities, Crypto, or Fixed Income
• Strong technology skills, with experience in trading platforms, data systems, and analytic tools
• Hands on programming experience with Python, C++, or Java

The firm is offering extremely competitive profit sharing splits (i.e., base + pnl split) and is looking to onboard additional trading talent immediately. Apply in now if you are interested in learning more!