High-Frequency Trading Market Maker

5 days ago


New York, New York, United States Selby Jennings Full time

Senior Quantitative Trader Opportunity at Selby Jennings

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A technology-driven proprietary trading firm, specializing in systematic alpha research and electronic market-making, is looking for an experienced Quantitative Trader to join their team. With a significant market share across multiple asset classes and trading venues, the company is seeking several Quantitative Traders to join their team across multiple offices.

About the Role

As a Quantitative Trader, you will collaborate with top researchers and developers to design and implement new systematic high-frequency trading strategies, leveraging the existing technology and infrastructure. Your responsibilities will include:

  • Designing and implementing systematic HFT market-making strategies
  • Collaborating with researchers and developers to enhance trading systems
  • Utilizing advanced technologies and infrastructure to optimize trading performance
  • Conducting thorough analysis and backtesting of trading strategies
  • Monitoring and adjusting strategies in real-time to ensure optimal performance

Requirements

To be successful in this role, you will need:

  • Bachelor's, Master's, or PhD in Computer Science, Mathematics, or related fields
  • Deep experience in high-frequency trading
  • Proven track record of 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 (a plus)
  • Passion for new technologies and innovative ideas
  • Strong communication skills

About the Salary

The estimated salary for this role is $120,000 - $180,000 per year, depending on your experience and qualifications.

About the Company

Selby Jennings is a leading global professional services agency providing specialist recruitment solutions to the financial services industry.



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