Equity Quant Researcher - NYC

Selby Jennings; New York (NY); On-site; USD 120,000 - 190,000; Full time

Job summary

Selby Jennings is seeking a high potential quantitative researcher to join a leading equities platform. The role sits at the intersection of fundamental investing and quantitative research, leveraging alternative data, statistics, and machine learning to generate systematic investment insights for the trading team.

You will develop predictive signals, build ML models, and design robust research frameworks, collaborating closely with investors and researchers to translate findings into actionable

Qualifications

• Strong background in statistics, computer science, mathematics, engineering, physics, econometrics, or a related discipline.
• Experience conducting empirical research on large, noisy, real-world datasets.
• Strong research instincts and the ability to independently formulate, test, and iterate on hypotheses.
• Experience with equities, alternative data, systematic investing, or fundamental investment research is highly relevant.

Responsibilities

• Research and develop predictive signals for equity markets using fundamental, market, and alternative datasets.
• Build statistical and machine learning models to forecast company fundamentals, earnings, and other equity-relevant outcomes.
• Design robust research frameworks for feature selection, model validation, backtesting, and out-of-sample testing.
• Work closely with investors and researchers to translate quantitative findings into actionable investment insights.

Skills

Statistics

Machine Learning

Data analysis

Programming

Job description

We're partnered working with a leading quantitative trading team that is looking to add a high potential quantitative researcher to their equities platform.

The role will sit at the intersection of fundamental investing and quantitative research, leveraging alternative data, statistical analysis, and machine learning to generate systematic investment insights for the trading team.

What You'll Do

• Research and develop predictive signals for equity markets using fundamental, market, and alternative datasets
• Build statistical and machine learning models to forecast company fundamentals, earnings, and other equity-relevant outcomes
• Design robust research frameworks for feature selection, model validation, backtesting, and out-of-sample testing
• Work closely with investors and researchers to translate quantitative findings into actionable investment insights

What We're Looking For

• Strong quantitative background in statistics, computer science, mathematics, engineering, physics, econometrics, or a related discipline
• Experience conducting empirical research on large, noisy, real-world datasets
• Strong research instincts and the ability to independently formulate, test, and iterate on hypotheses
• Experience with equities, alternative data, systematic investing, or fundamental investment research is highly relevant