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Selby Jennings partners with a leading quantitative trading firm to hire Quant Traders for Fixed Income, Credit PT & ETF trading. The role offers end-to-end ownership from idea generation to live trading and performance evaluation.
Ideal candidates have strong quantitative backgrounds, Python experience, and a track record in fast-paced markets. Immediate visibility and meritocratic environment with significant responsibility for P&L outcomes.
Salary: USD600000 - USD700000 per year + (estimate, TC is candidate dependent)
We are partnered with one of the world's leading quantitative trading and market-making firms to hire Quant Traders for a Fixed Income / Credit PT & ETF trading team within a growing semi-systematic business.
This team combines the intellectual rigor of systematic investing with the ownership and accountability of a trading seat. Traders are responsible for the full lifecycle of their strategies, from idea generation and quantitative research through portfolio construction, risk management, execution, and performance evaluation. The environment is highly collaborative, entrepreneurial, and meritocratic, providing significant responsibility and visibility early in a trader's career.
The team has a strong track record of hiring exceptional talent from top-tier banks, hedge funds, market makers, proprietary trading firms, and asset managers. Successful team members have come from a variety of product backgrounds, including macro, rates, futures, options, equities, ETFs, and fixed income. Direct credit experience is not required.
Develop, test, and implement quantitative trading strategies across fixed income, credit, and ETF markets
We are particularly interested in candidates from:
One of the immediate hiring needs is for candidates currently in electronic or quantitative trading roles at leading banks who can transition quickly into a buy-side environment. The team is also interested in traders and quantitative traders from hedge funds, asset managers, and market makers who have demonstrated success developing and managing alpha-generating strategies.
Direct experience in credit products is not required. The team has successfully hired traders from a broad range of asset classes and backgrounds, placing greater emphasis on quantitative aptitude, research capability, trading instincts, and a genuine interest in learning new markets.
This opportunity is best suited for high-performing early-career traders and quantitative researchers who have excelled academically, built a strong foundation at a top-tier firm, and are seeking a seat that offers genuine ownership, accountability, and long-term growth potential.