Quantitative Futures Trader
4 weeks ago
We are seeking a highly skilled High-Frequency Futures Trader to join our team at Selby Jennings. As a key member of our trading team, you will be responsible for developing and implementing high-frequency trading strategies for futures markets.
Key Responsibilities:
- Design and implement advanced quantitative trading strategies for futures markets, utilizing statistical models and machine learning algorithms.
- Collaborate with our technology team to optimize proprietary trading systems and algorithms for speed, efficiency, and reliability.
- Conduct extensive research and data analysis to identify market patterns, trading signals, and pricing inefficiencies for alpha generation.
- Monitor and manage trading positions in real-time, ensuring optimal execution and risk management in rapidly changing market conditions.
- Participate in the development and enhancement of trading infrastructure, data feeds, and connectivity to exchanges and trading platforms.
Requirements:
- Master's or Ph.D. degree in a quantitative field such as Finance, Mathematics, Computer Science, Statistics, or related disciplines.
- Proven experience as a High-Frequency Futures Quantitative Trader, with a strong track record of success in designing and executing trading strategies in fast-paced markets.
- Proficiency in programming languages such as Python, C++, or Java for data analysis, model development, and building automated trading systems.
- Sound understanding of futures markets, market micro-structure, and trading technologies.
- Experience with low-latency trading systems, direct market access, and trading infrastructure optimisation is highly desirable.
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