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Selby Jennings · 2 weeks ago

Quant Researcher (Systematic Futures) - Global Prop Trading Firm

New York, United States

Full-time

Onsite

Senior Level

$150K/yr - $200K/yr

Selby Jennings is a global top-tier systematic trading firm that has established itself as a dominant force in systematic futures trading. They are seeking a Quant Researcher to conduct in-depth analysis, develop trading models, and collaborate across teams to optimize strategies and drive PnL growth.

BankingEmploymentRecruiting

Responsibilities

Quantitative Research: Conduct in-depth analysis to identify systematic futures trading opportunities, leveraging statistical modeling and market microstructure insights

Model Development & Implementation: Design, enhance, and deploy trading models/algorithms using cutting-edge technology to drive PnL growth

Cross-Functional Collaboration: Partner with quants, engineers, and risk teams to optimize strategies, refine risk management frameworks, and implement trading solutions

Market Intelligence Integration: Monitor global market trends, industry innovations, and regulatory shifts to inform strategy evolution

Continuous Optimization: Refine quantitative models to maximize profitability and adapt to changing market dynamics

Qualification

Quantitative ResearchPythonC++Systematic Futures TradingMachine LearningExceptional Communication

Required

Ph.D. in Finance, Mathematics, Statistics, Physics, or related quantitative discipline

Proven track record in systematic futures research or trading at a mid-to-high frequency trading firm, with demonstrable impact on strategy performance

Expertise in Python and/or C++ for quantitative modeling, backtesting, and algorithmic implementation

Exceptional communication under high-pressure environments, with the ability to translate complex research into actionable trading strategies