Selby Jennings
Quantitative Futures Trader
Selby Jennings, Chicago, Illinois, United States, 60290
We are seeking a
Quantitative Futures Trader
with at least 1 year of experience to join a dynamic team. In this role, you will develop and execute data-driven trading strategies in futures markets while collaborating closely with traders, researchers, and developers. Key Responsibilities:
Develop and refine quantitative trading strategies in futures markets. Monitor and manage trades in real-time, ensuring adherence to risk guidelines. Work collaboratively with a multidisciplinary team of traders, researchers, and developers to enhance strategy performance and execution. Analyze historical and live market data to identify profitable opportunities and improve existing models. Qualifications:
1+ years of experience at a proprietary trading firm, hedge fund, or similar environment. Proficiency in Python or C++ for quantitative research and strategy development. Hands-on experience working on a trading desk with exposure to other traders, researchers, and developers. Strong analytical and problem-solving skills with an understanding of market microstructure and risk management. What We Offer:
A collaborative and innovative environment. Competitive compensation tied to performance. Opportunities for growth and skill development. Opportunity to work with industry veterans from top firms and academic minds.
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Quantitative Futures Trader
with at least 1 year of experience to join a dynamic team. In this role, you will develop and execute data-driven trading strategies in futures markets while collaborating closely with traders, researchers, and developers. Key Responsibilities:
Develop and refine quantitative trading strategies in futures markets. Monitor and manage trades in real-time, ensuring adherence to risk guidelines. Work collaboratively with a multidisciplinary team of traders, researchers, and developers to enhance strategy performance and execution. Analyze historical and live market data to identify profitable opportunities and improve existing models. Qualifications:
1+ years of experience at a proprietary trading firm, hedge fund, or similar environment. Proficiency in Python or C++ for quantitative research and strategy development. Hands-on experience working on a trading desk with exposure to other traders, researchers, and developers. Strong analytical and problem-solving skills with an understanding of market microstructure and risk management. What We Offer:
A collaborative and innovative environment. Competitive compensation tied to performance. Opportunities for growth and skill development. Opportunity to work with industry veterans from top firms and academic minds.
#J-18808-Ljbffr