Quantitative Researcher - Equity MFT

Selby Jennings; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a talented quantitative analyst to join their dynamic team. This role involves developing and enhancing equity trading strategies through advanced statistical and machine learning techniques. You will conduct alpha research and backtesting to optimize portfolio performance while collaborating with a team of experts. If you are passionate about systematic investing and have a strong background in quantitative fields, this opportunity offers a chance to make a significant impact in a fast-paced environment focused on innovation and performance improvement.

Qualifications

• PhD or Master's in Mathematics, Statistics, Computer Science, or Physics.
• Proven experience in equity markets, ideally within a hedge fund.

Responsibilities

• Develop and enhance equity trading strategies using statistical techniques.
• Analyze large datasets to uncover actionable insights in equity markets.

Skills

Statistical Analysis

Machine Learning

Python

R

C++

Data Analysis

Time-Series Analysis

Education

PhD in Quantitative Field

Master's in Quantitative Field

Job description

Direct message the job poster from Selby Jennings

A leading hedge fund continues to improve their returns on their $28bn of assets through expansion in their core systematic equities business. More details below.

Key Responsibilities

• Develop and enhance equity trading strategies using statistical and machine learning techniques.
• Conduct alpha research, backtesting, and optimization to improve portfolio performance.
• Analyze large datasets to uncover actionable insights and inefficiencies in equity markets.
• Collaborate with portfolio managers, traders, and developers to implement research findings.
• Continuously refine models and signals to adapt to changing market conditions.

Requirements

• PhD or Master's in a quantitative field (Mathematics, Statistics, Computer Science, Physics, etc.).
• Proven experience in equity markets, ideally within a hedge fund, asset manager, or proprietary trading firm.
• Strong programming skills in Python, R, or C++, with experience in numerical computing and data analysis.
• Deep understanding of statistical modelling, machine learning, and time-series analysis.
• Familiarity with market microstructure, factor models, and portfolio optimization.
• A results-driven mindset with a passion for systematic investing and alpha generation.

If you are interested please reach out to harry.moore(at)selbyjennings.com

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Finance

Industries

Capital Markets