PhD Quant

Selby Jennings; City Of London; In loco; GBP 75.000 - 120.000; Tempo pieno

Vantaggi offerti da questo lavoro

World-class researchers

Extensive datasets

Collaborative environment

Career progression

Performance-based incentives

Descrizione del lavoro

Selby Jennings is seeking an exceptional Quant Researcher to join a collaborative, research-driven systematic investment team in London. Ideal candidates have a PhD in a quantitative field and strong programming skills (Python/C++), with experience transforming large datasets into investment insights.

You will develop predictive signals and backtest trading strategies, collaborating with researchers, PMs and engineers to move ideas into production.

Competenze

• PhD or near completion in a quantitative discipline required.
• Strong programming and data-driven research background expected.
• Experience with large datasets and empirical research preferred.
• Excellent analytical and communication abilities required.

Mansioni

• Conduct original quantitative research to identify alpha-generating opportunities across global markets.
• Develop predictive models using advanced statistical techniques and ML methods.
• Analyse large datasets to uncover patterns and signals for investment strategies.
• Backtest and validate systematic trading strategies with rigorous frameworks.
• Collaborate with researchers, PMs, and engineers to move ideas into production.
• Continuously improve models through performance monitoring and refinement.
• Explore new data sources and modelling techniques for alpha signals.
• Build scalable research tools and infrastructure for efficient development.
• Present findings clearly to senior stakeholders.
• Stay updated on developments in statistics, ML, AI and quantitative finance.

Conoscenze

Python

C++

Machine Learning

Statistics

Data analysis

Backtesting

Formazione

PhD in Quantitative Discipline

PhD near completion

Mathematics/Statistics/CS background

Strumenti

Git

Linux

SQL

AWS

Pandas

Descrizione del lavoro

We are seeking an exceptional Quant Researcher to join a highly collaborative and research-driven systematic investment team. This role is ideally suited to candidates completing or recently having completed a PhD in a quantitative discipline such as Mathematics, Statistics, Computer Science, Physics, Engineering, Machine Learning, Operations Research, or a related field.

You will be responsible for identifying, researching, and developing predictive signals and systematic trading strategies across global financial markets. The successful candidate will combine strong theoretical foundations with practical programming expertise to transform complex datasets into innovative investment insights.

Key Responsibilities

Overview

We are seeking an exceptional Quant Researcher to join a highly collaborative and research-driven systematic investment team. This role is ideally suited to candidates completing or recently having completed a PhD in a quantitative discipline such as Mathematics, Statistics, Computer Science, Physics, Engineering, Machine Learning, Operations Research, or a related field.

You will be responsible for identifying, researching, and developing predictive signals and systematic trading strategies across global financial markets. The successful candidate will combine strong theoretical foundations with practical programming expertise to transform complex datasets into innovative investment insights.

Key Responsibilities

• Conduct original quantitative research to identify alpha-generating opportunities across global markets.
• Develop predictive models using advanced statistical techniques, machine learning methods, and data-driven approaches.
• Analyse large, structured and unstructured datasets to uncover patterns and investment signals.
• Design, implement, and evaluate systematic trading strategies through rigorous backtesting and validation frameworks.
• Collaborate closely with quantitative researchers, portfolio managers, and engineers to move research ideas into production.
• Improve existing models through ongoing performance analysis, monitoring, and refinement.
• Research and evaluate new datasets, alternative data sources, and novel modelling techniques.
• Build scalable research tools and infrastructure to support efficient strategy development.
• Present research findings and recommendations to senior stakeholders in a clear and concise manner.
• Stay at the forefront of developments in statistics, machine learning, artificial intelligence, and quantitative finance.

Required Qualifications

• PhD (completed or near completion) in Mathematics, Statistics, Computer Science, Physics, Engineering, Machine Learning, Econometrics, Operations Research, or a related quantitative discipline.
• Outstanding academic record from a leading university.
• Strong background in probability, statistics, optimisation, machine learning, or related quantitative methods.
• Excellent programming skills in Python, C++, Java, or a similar language.
• Experience working with large datasets and conducting empirical research.
• Strong analytical and problem-solving abilities.
• Ability to communicate complex concepts effectively to both technical and non-technical audiences.
• Demonstrated intellectual curiosity and a passion for solving challenging quantitative problems.

Preferred Experience

• Research experience in machine learning, deep learning, reinforcement learning, statistical modelling, time-series analysis, optimisation, or artificial intelligence.
• Publications in leading academic conferences or journals.
• Experience with distributed computing, high-performance computing, or large-scale data processing frameworks.
• Exposure to quantitative finance, systematic investing, or algorithmic trading is advantageous but not required.
• Familiarity with cloud computing, data engineering, or production-grade software development practices.

What We Offer

• Opportunity to work alongside world-class researchers, engineers, and investment professionals.
• Access to extensive datasets, cutting-edge technology, and substantial computational resources.
• A highly collaborative, intellectually stimulating research environment.
• Direct impact on live investment decisions and trading strategies.
• Exceptional opportunities for learning, development, and long-term career progression.
• Competitive compensation package, including performance-based incentives.