Global ETF Quant Trader

Selby Jennings; New York (NY); On-site; USD 120,000 - 210,000; Full time

Job summary

Selby Jennings seeks a Systematic ETF Trader to join a high-performing trading desk. You will develop and deploy quantitative ETF trading strategies across global markets, leveraging large datasets and rigorous backtesting to identify alpha opportunities.

You will validate models, monitor live executions, and optimize for cost and risk. Collaboration with researchers, software engineers, and traders is essential to deliver scalable, robust systems and drive portfolio performance.

Qualifications

• Advanced degree in a quantitative discipline (e.g., Mathematics, Statistics, CS, Engineering, Finance).
• 2+ years in systematic trading, quantitative research, or electronic trading, with experience in liquid markets.
• Proven ability to develop and manage systematic ETF trading strategies.
• Strong understanding of ETF products, market structure, liquidity, and execution considerations.
• Proficiency in Python and data analysis for research and production-grade tooling.

Responsibilities

• Develop, test, and deploy systematic ETF trading strategies across global markets.
• Analyze large-scale market data to identify inefficiencies and alpha opportunities.
• Build predictive models and quantitative frameworks to inform trading decisions.
• Conduct rigorous backtesting and performance analysis for strategy robustness.
• Monitor live trading and optimize execution to minimize costs and market impact.
• Manage portfolio risk including market, liquidity, and operational risks.
• Research ETF structure, creation/redemption mechanisms, and relative value opportunities.
• Collaborate with researchers, software engineers, and traders to enhance systems.
• Create tools to improve strategy monitoring and decision making.
• Evaluate new datasets and technologies to improve outcomes.

Skills

Python

Time series

Machine learning

Statistics

Quantitative research

ETF trading

Electronic trading

Communication

Education

Quantitative degree

Tools

Python libraries (NumPy/Pandas)

SQL

Backtesting

Large-scale data processing

Job description

Selby Jennings seeks a Systematic ETF Trader to join a high-performing trading desk. You will develop and deploy quantitative ETF trading strategies across global markets, leveraging large datasets and rigorous backtesting to identify alpha opportunities.

You will validate models, monitor live executions, and optimize for cost and risk. Collaboration with researchers, software engineers, and traders is essential to deliver scalable, robust systems and drive portfolio performance.