Jr. Quantitative Strategist - ETF Algo -Selby Jennings

A top-tier financial institution is hiring a Quantitative Developer to join its legacy trading business, a high-impact internal team focused on systematic and high-frequency trading across US markets.

This team operates as a proprietary trading unit within the firm, with a legacy in arbitrage and a strong focus on low-latency infrastructure, algorithmic execution, and ETF market making. The group is composed of 40+ collaborative professionals across North America, blending deep market expertise with cutting-edge technology.

• Build and maintain low-latency trading systems that power real-time decision-making and execution.
• Partner with quantitative researchers and traders to implement and optimize systematic strategies.
• Contribute to the development of ETF market making platforms, including pricing engines, signal integration, and execution logic.
• Work on performance-critical components in modern C++, with a focus on throughput, latency, and reliability.
• Leverage KDB/Q for time-series data analysis, signal generation, and monitoring.

• 1-3 years of experience in an equities or fixed income algo trading environment, preferably in ETF market making or systematic trading
• Proficiency in modern C++ and low-latency systems
• Knowledge with KDB/Q and real-time data processing
• Exposure to algorithmic trading, market microstructure, and exchange connectivity