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Jeffrey Koehler

Bio:
                    I run our Chicago-based recruitment team that specializes in placing candidates in the Quantitative Finance & Trading areas across the Midwest region. 


Our markets of expertise are:
  • High-Frequency Trading
  • Market Making
  • Systematic Trading
  • Quantitative Research
  • Quantitative Analytics
  • Quantitative Development
  • Stat-arb Trading
  • Managed Futures Trading

I graduated from SUNY Oneonta in 2014 and, after a short stint in Wealth Management; I joined Selby Jennings in 2015. After 18 months in our NY office I was given the opportunity to move to Chicago and work in our newest office, Chicago. I have very much enjoyed the opportunity to grow our business in the high-frequency trading hub that is Chicago, and pride myself in the work we do for our clients here. I am very excited to see what our Quant and Technology teams can do here in Chicago for 2017 and beyond!
Desktop Support Engineer
  • Job type: Permanent
  • Location: Chicago
  • Salary: Competitive
  • Description Desktop Support - High-Frequency Trading My client is a leading derivative trading firm, with a specific focus on options trading. They are looking to add a Desktop Support Engineer to its growing team in Downtown...