Quant Researcher: Alpha Monetisation & Portfolio Risk

Selby Jennings

Greater London

On-site

GBP 120,000 - 180,000

Full time

7 hours ago

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Job summary

Selby Jennings is seeking a Quantitative Researcher to join a high-performing systematic trading group focused on alpha monetisation and portfolio optimisation. The role welcomes candidates from equities, futures, macro, multi-asset, or statistical arbitrage backgrounds with demonstrated experience improving signal monetisation and risk-adjusted returns.

The team offers world-class technology, data, and research infrastructure to scale strategies into production and focuses on collaboration with

Qualifications

2–10 years of experience in quantitative research at hedge funds, prop trading, or systematic investment teams.
Monetising alpha signals through portfolio construction, optimisation, execution, or risk modelling.
Strong understanding of systematic investment processes and drivers of performance.
Advanced degree in a quantitative field as listed above.
Strong programming skills in Python and experience with large financial datasets.

Responsibilities

Conduct research to improve monetisation of systematic trading signals.
Develop portfolio construction, capital allocation, and risk management frameworks.
Analyse signal interactions, capacity, turnover, costs, and execution dynamics.
Collaborate with Portfolio Managers, Researchers, and Technology teams to deploy strategies into production.
Enhance research infrastructure, modelling frameworks, and portfolio analytics.