HFT Quant Trader - Selby Jennings
This role involves designing and refining high-frequency trading execution strategies for a proprietary trading firm, focusing on optimising order placement, routing, and scheduling across global equities markets. The trader will conduct research into market microstructure and transaction costs, using Python and quantitative analysis to improve execution performance and alpha capture. Collaboration with researchers, traders, and engineers is central to enhancing live trading outcomes on a low-latency platform.