Quant Trader — Futures, Live Risk, Mentorship & Growth

Selby Jennings; Chicago (IL); On-site; USD 120,000 - 180,000; Full time

Job summary

Selby Jennings in Chicago seeks a hands-on quantitative trader to join an established proprietary trading firm. You will own live risk management, trade aggressively, and collaborate with researchers to enhance pricing, signals, and execution.

The role requires 1–4 years in trading, futures experience preferred, and strong Python (C++ a plus) with a quantitative degree from a top university. Immediate impact with mentorship and growth opportunities.

Qualifications

• 1-4 years of experience in a hands-on trading environment.
• Futures experience strongly preferred but open to strong candidates from other products.
• Demonstrated ownership of live risk and trading decisions, not purely research or support work.
• Strong programming ability in Python (C++ a plus) with experience analyzing market data.
• B.S./M.S. in a quantitative field (Math, Statistics, Computer Science, Physics) from a top university.

Responsibilities

• Trade and manage live risk with day-to-day ownership of positions and PnL.
• Work alongside researchers and developers to improve pricing, signals, execution logic, and desk tooling.
• Identify new opportunities across products and market regimes and help bring them into production.
• Contribute to risk frameworks, post-trade analysis, and ongoing refinement of the desk's trading process.

Job description

Selby Jennings in Chicago seeks a hands-on quantitative trader to join an established proprietary trading firm. You will own live risk management, trade aggressively, and collaborate with researchers to enhance pricing, signals, and execution.

The role requires 1–4 years in trading, futures experience preferred, and strong Python (C++ a plus) with a quantitative degree from a top university. Immediate impact with mentorship and growth opportunities.