About the company
Selby Jennings are proud to be a leading specialist recruiter in financial sciences & services. Founded in 2004, we help solve the number one challenge: talent. Today, we provide permanent, contract and multi-hire recruitment solutions across specialist sectors including risk management, private wealth management, legal and compliance, investment management, quantitative analytics, financial technology, investment banking, insurance and actuarial, and sales and trading.
Job Summary
The Quant Trader will be responsible for:
šResearch, design, and implement new systematic strategies that take advantage of market inefficiencies šMonitor and adjust strategy parameters to account for market shifts šProvide insight to researchers, developers, and senior leadership to help launch/improve initiatives šStay up to date with market trends and new technology
The Quant Trader should have the following qualifications:
š2-5 YOE in the HFT space šB.S.+ in quantitative field (Statistics, Math, Comp Sci, Physics, etc.) šProficiency in Python
