At a Glance
- Tasks: Design and deploy high-frequency trading algorithms to enhance market efficiency.
- Company: Selby Jennings, a leading firm in the finance sector based in London.
- Benefits: Gain exposure to global markets and enjoy rapid professional growth.
- Other info: Dynamic environment with opportunities for career advancement.
- Why this job: Join a fast-paced trading team and make a real impact in finance.
- Qualifications: Strong background in computer science and mathematics required.
The predicted salary is between 54000 - 66000 £ per year.
Selby Jennings in London seeks a Quantitative Trader to design and deploy high-frequency trading algorithms, drawing on computer science and mathematics to improve market efficiency.
You will build tools to analyze data, explore ideas from market microstructure, and calibrate exchange simulators as part of a fast-paced trading team.
The role offers exposure to global markets and rapid professional growth.
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High-Speed Quant Trader: HFT & Market Microstructure in London employer: Selby Jennings
Selby Jennings is an exceptional employer, offering a dynamic work culture that fosters collaboration and innovation in the heart of London. Employees benefit from extensive growth opportunities, competitive compensation, and a supportive environment that encourages professional development, making it an ideal place for those looking to make a meaningful impact in the finance technology sector.
