Quant Researcher - Monetization

Selby Jennings; Greater London; On-site; GBP 120,000 - 180,000; Full time

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.

Skills

monetising alpha signals

portfolio construction

execution

risk modelling

analytical thinking

collaboration

Education

Advanced degree in Mathematics/Physics/Statistics/CS/Engineering/Economics

Tools

Python

Job description

A team at a leading $20Bn+ global hedge fund is seeking a Quantitative Researcher to join a high-performing systematic trading group focused on alpha monetisation and portfolio optimisation.

The team is open to candidates from a range of systematic backgrounds, including equities, futures, macro, multi-asset, or statistical arbitrage, provided they have demonstrated experience improving signal monetisation, portfolio construction, execution, or risk-adjusted returns.

The hedge fund provides world-class technology, data, and research infrastructure, enabling researchers to focus on generating alpha and efficiently scaling strategies into production.

Responsibilities

• Conduct research focused on improving monetisation of systematic trading signals.
• Develop portfolio construction, capital allocation, and risk management frameworks to maximise risk-adjusted returns.
• Analyse signal interactions, capacity constraints, turnover, transaction costs, and execution dynamics.
• Collaborate closely with Portfolio Managers, Quantitative Researchers, and Technology teams to deploy strategies into production.
• Contribute to the ongoing enhancement of research infrastructure, modelling frameworks, and portfolio analytics.

Requirements

• 2-10 years of experience in quantitative research at a hedge fund, proprietary trading firm, asset manager, or systematic investment team.
• Demonstrated experience monetising alpha signals through portfolio construction, optimisation, execution, or risk modelling.
• Strong understanding of systematic investment processes and the drivers of strategy performance.
• Advanced degree in Mathematics, Physics, Statistics, Computer Science, Engineering, Economics, or a related quantitative discipline.
• Strong programming skills in Python and experience working with large financial datasets.
• Excellent analytical and problem-solving skills with the ability to operate in a collaborative, fast-paced environment.