Selby Jennings
Jr. Quantitative Strategist - ETF Algo
Selby Jennings, New York, New York, United States, 10261
A top-tier financial institution is hiring a Quantitative Strategist to join its legacy trading business, a high-impact internal team focused on systematic and high-frequency trading across US markets.
This team operates as a proprietary trading unit within the firm, with a legacy in arbitrage and a strong focus on low-latency infrastructure, algorithmic execution, and ETF market making. The group is composed of 40+ collaborative professionals across North America, blending deep market expertise with cutting-edge technology.
What You'll Do: Build and maintain low-latency trading systems that power real-time decision-making and execution. Partner with quantitative researchers and traders to implement and optimize systematic strategies. Contribute to the development of ETF market making platforms, including pricing engines, signal integration, and execution logic. Work on performance-critical components in modern C++, with a focus on throughput, latency, and reliability. Leverage KDB/Q for time-series data analysis, signal generation, and monitoring.
What We're Looking For: 1-3 years of experience in an equities or fixed income algo trading environment, preferably in ETF market making or systematic trading Proficiency in modern C++ and low-latency systems Knowledge with KDB/Q and real-time data processing Exposure to algorithmic trading, market microstructure, and exchange connectivity
This team operates as a proprietary trading unit within the firm, with a legacy in arbitrage and a strong focus on low-latency infrastructure, algorithmic execution, and ETF market making. The group is composed of 40+ collaborative professionals across North America, blending deep market expertise with cutting-edge technology.
What You'll Do: Build and maintain low-latency trading systems that power real-time decision-making and execution. Partner with quantitative researchers and traders to implement and optimize systematic strategies. Contribute to the development of ETF market making platforms, including pricing engines, signal integration, and execution logic. Work on performance-critical components in modern C++, with a focus on throughput, latency, and reliability. Leverage KDB/Q for time-series data analysis, signal generation, and monitoring.
What We're Looking For: 1-3 years of experience in an equities or fixed income algo trading environment, preferably in ETF market making or systematic trading Proficiency in modern C++ and low-latency systems Knowledge with KDB/Q and real-time data processing Exposure to algorithmic trading, market microstructure, and exchange connectivity