What are the responsibilities and job description for the HFT Quantitative Trader/Researcher position at Selby Jennings?
We are working with an HFT proprietary trading firm seeking a Quantitative Trader / Researcher with expertise in market microstructure, particularly focused on CME (and ideally ICE / Eurex). They are targeting candidates who possess a deep understanding of order flow dynamics, liquidity provision, price formation mechanisms, and execution strategies within these exchanges.
Particular interest is in candidates with a proven track record in developing and implementing microstructural-based alpha strategies that capitalize on market inefficiencies and structural nuances. Strong programming skills, quantitative analysis capabilities, and the ability to thrive in a fast-paced, dynamic trading environment are essential for success in this role.
Please apply if you match these requirements.
J-18808-Ljbffr
