Quant Trading Analyst

Company: Selby Jennings
Apply for the Quant Trading Analyst
Location: Greater London
Job Description:

A leading proprietary trading group is seeking a Quantitative Trading Analyst to join its team in London. The firm trades a broad range of global listed derivatives using a mix of discretionary, systematic, and market‑making approaches. The successful candidate will work in a highly analytical environment focused on generating insights, improving performance, and supporting strategy development.

Key Responsibilities:

Build and Enhance Analytics Infrastructure

  • Develop scalable Python libraries and tools that unify and standardise performance metrics across the team.
  • Automate workflows that transform raw trading data into meaningful insights for Portfolio Managers and senior decision-makers.

Quantitative Research on Trading Strategies

  • Conduct statistical analysis on trade‑and portfolio‑level data to understand PnL drivers.
  • Identify issues such as alpha decay, parameter weaknesses, and execution inefficiencies, producing research directly linked to performance improvements.
  • Review trade and strategy performance to pinpoint optimisation opportunities.
  • Provide data‑driven recommendations and ensure follow‑through on enhancements.

Optimise Existing Strategies

  • Review trade and strategy performance to pinpoint optimisation opportunities.
  • Provide data‑driven recommendations and ensure follow‑through on enhancements.

Risk & Opportunity Identification

  • Monitor exposures, performance trends, and market conditions to flag emerging risks.
  • Surface overlooked or mispriced trading opportunities across different strategy areas.

Support New Strategy Development

  • Assist with onboarding new Portfolio Managers and contribute to expansion into new products or strategy verticals.

Candidate Profile

  • 2-5 years’ experience in a hedge fund or proprietary trading firm
  • Strong programming skills in Python (Pandas, NumPy, SciPy) and SQL experience is a plus.
  • Strong understanding of the trade lifecycle and buy‑side strategy types (e.g., Stat Arb, Relative Value, Volatility).
  • Highly numerate with excellent attention to detail.
  • Strong communication and teamwork abilities.
  • Demonstrated interest in financial markets and proactive approach to improvement.
  • Comfortable taking ownership in a fast‑moving, high‑performance environment.
  • Fast, pragmatic problem‑solving skills.

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Posted: April 12th, 2026