Systematic ETF 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

Systematic ETF Trader

Overview

We are seeking a talented and driven Systematic ETF Trader to join a high-performing trading team focused on developing and executing quantitative trading strategies across global ETF markets. This role combines systematic trading, quantitative research, and technology to identify market opportunities, build scalable trading models, and optimize portfolio performance across a broad range of asset classes.
The ideal candidate will have a strong quantitative background, hands-on experience with systematic trading strategies, and a deep understanding of ETF market structure, liquidity dynamics, and electronic execution.

Key Responsibilities

• Develop, test, and deploy systematic trading strategies focused on ETFs across global markets.
• Analyze large-scale market, pricing, and trading data to identify inefficiencies and generate alpha opportunities.
• Build predictive models and quantitative frameworks that support trading and investment decisions.
• Conduct rigorous backtesting and performance analysis to evaluate strategy robustness and scalability.
• Monitor live trading strategies and optimize execution to minimize transaction costs and market impact.
• Manage risk across portfolios, including market, liquidity, operational, and model risks.
• Research ETF structure, creation/redemption mechanisms, basket composition, and relative value opportunities.
• Collaborate closely with quantitative researchers, software engineers, and traders to enhance trading systems and strategy performance.
• Develop tools and analytics to improve strategy monitoring, execution quality, and decision-making processes.
• Continuously evaluate new datasets, technologies, and research methodologies to improve trading outcomes.

Qualifications

• Bachelor's, Master's, or PhD in Mathematics, Statistics, Computer Science, Engineering, Finance, Economics, Physics, or a related quantitative discipline.
• 2-10 years of experience in systematic trading, quantitative research, electronic trading, or a related role.
  
• Demonstrated experience developing and managing systematic trading strategies within liquid financial markets.
• Strong understanding of ETF products, market structure, liquidity dynamics, and execution considerations.
• Proficiency in Python and experience with quantitative research, statistical modeling, and data analysis.
• Familiarity with SQL and large-scale data processing techniques.
• Knowledge of machine learning, time series analysis, optimization techniques, or other advanced quantitative methods is preferred.
• Strong analytical and problem-solving skills with the ability to translate research into production trading strategies.
• Excellent communication skills and the ability to collaborate effectively across investment, trading, and technology teams.

Preferred Experience

• Experience trading or researching ETFs, equities, futures, or other highly liquid instruments.
• Knowledge of portfolio construction, risk modeling, and transaction cost analysis.
• Exposure to automated trading systems and electronic execution platforms.Experience working with alternative datasets and research-driven investment processes.