HFT Quantitative Trader/Researcher
Selby Jennings - New York City, NY
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We are working with an HFT proprietary trading firm seeking a Quantitative Trader/Researcher with expertise in market microstructure, particularly focused on CME (and ideally ICE/Eurex). They are targeting candidates who possess a deep understanding of order flow dynamics, liquidity provision, price formation mechanisms, and execution strategies within these exchanges.Are you the right applicant for this opportunity Find out by reading through the role overview below.Particular interest is in candidates with a proven track record in developing and implementing microstructural-based alpha strategies that capitalize on market inefficiencies and structural nuances. Strong programming skills, quantitative analysis capabilities, and the ability to thrive in a fast-paced, dynamic trading environment are essential for success in this role.Please apply if you match these requirements.#J-18808-Ljbffr
Created: 2025-01-01