Quantitative Trader- High Frequency- Equities/Futures- London recruitment
The role therefore requires at least 3 years experience as a quantitative trader with demonstrable track record. The position will involve the full quantitative trading cycle across European Equities and Futures on an intraday basis.
In order to be considered:
You will have worked in quantitative trading being responsible for PnL within European equities/futures.
You must have a highly quantitative academic background ideally with a PhD
You will have a strong technical skill set, including c++, matlab, Python.
This role offers the chance to build on your already strong programming and mathematical background by moving to one of the strongest Prop trading firms in the world where you will be working alongside some of the most reputable names in the market place.
The position is integral to the continued development of the team, and therefore the salary and benefits package on offer are highly competitive.
This is hire is active and interviews are currently taking place. Early application is desirable as response has been high. Please submit your CV to qfm@selbyjennings.com in Word Format only.