Intraday Systematic Equities Research Scientist

Selby Jennings

New York (NY)

On-site

USD 400,000 - 600,000

Full time

4 days ago

Be an early applicant

Application generator

An application made for this job — a tailored resume and cover letter that speak straight to the posting.

Get past ATS filters

Job summary

Selby Jennings seeks a highly capable Research Scientist to join an intraday systematic equities team. The role centers on developing predictive models and extracting insights from large, complex data sources, merging machine learning, statistics, and quantitative research to identify alpha opportunities.

Ideal candidates have top-tier academic credentials and experience in rigorous research environments, with strong Python programming and a deep commitment to data quality and reproducible

Qualifications

2-4 years of experience in quantitative research, machine learning research, or closely related field.
Strong programming skills in Python and data-intensive research workflows.
Outstanding analytical, mathematical, and problem-solving abilities.
Experience at leading quantitative hedge funds, proprietary trading firms, top tech companies, or elite research org.

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 with portfolio management to identify and validate investment opportunities.

Skills

Quantitative research

Python

Data analysis

Experiment design

Education

Bachelor's/Master's in CS/Math/Stats/Physics/Engineering

Job description

Ideal candidates have top-tier academic credentials and experience in rigorous research environments, with strong Python programming and a deep commitment to data quality and reproducible

Get your free, confidential resume review.

or drag and drop your file here.