Intraday Alpha Scientist – Quantitative Research

Selby Jennings; New York (NY); On-site; USD 180,000 - 260,000; Full time

Job summary

Selby Jennings seeks a Research Scientist to join a systematic intraday equities team. The role merges machine learning, statistics, and quantitative research to build predictive models and extract alpha from large, complex datasets.

Ideal candidates have 2–4 years in quantitative research, top-tier academic credentials, and strong Python programming. Collaboration with portfolio managers and rigorous data-quality standards are essential.

Qualifications

• 2–4 years of experience in quantitative research, ML research, or a closely related field.
• Exceptional academic credentials from a globally recognized top-tier university.
• Degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or a similarly quantitative discipline.
• Experience at a leading quantitative hedge fund, prop trading firm, top technology company, or elite research organization.
• Strong programming skills, particularly in Python and data-intensive research workflows.
• Outstanding analytical, mathematical, and problem-solving abilities.

Responsibilities

• Conduct original alpha research using machine learning, statistical modeling, and data science techniques.
• Develop predictive models and novel alpha signals from structured and unstructured datasets.
• Design robust research frameworks and experimental methodologies.
• Partner closely with portfolio management to identify and validate investment opportunities.
• Maintain the highest standards of data quality, research hygiene, and model validation.

Skills

Python

ML & stat modeling

Data analysis

Problem solving

Education

Top-tier university degree in a quantitative discipline

Job description

Selby Jennings seeks a Research Scientist to join a systematic intraday equities team. The role merges machine learning, statistics, and quantitative research to build predictive models and extract alpha from large, complex datasets.

Ideal candidates have 2–4 years in quantitative research, top-tier academic credentials, and strong Python programming. Collaboration with portfolio managers and rigorous data-quality standards are essential.