Optimization Quant Researcher for Systematic Trading

Selby Jennings; New York (NY); On-site; USD 180,000 - 230,000; Full time

Job summary

Selby Jennings is seeking a Quantitative Researcher specializing in optimization for its NYC team. You will join a tight-knit group of QRs focused on systematic strategy development across global equity and futures markets.

The role rewards strong mathematical and analytical skills, with a path to spearhead the covariance modeling agenda, evaluate forecast performance, and identify optimal portfolio optimization features to maximize PnL.

Qualifications

• 2+ years of experience conducting optimization and/or monetization research (buyside preferred).
• Exceptional mathematical modeling skillset.
• Advanced Python coding capabilities.

Responsibilities

• Lead research on developing covariance models to understand intraday market changes.
• Assess how well internal forecasts perform and translate into portfolio optimization features.
• Drive the research agenda to maximize alpha and PnL through quantitative insights.

Skills

Python programming

Mathematical modeling

Optimization research

Financial markets interest

Education

PhD in Mathematics/Statistics/Physics/Operations Research/EECS

Job description

Selby Jennings is seeking a Quantitative Researcher specializing in optimization for its NYC team. You will join a tight-knit group of QRs focused on systematic strategy development across global equity and futures markets.

The role rewards strong mathematical and analytical skills, with a path to spearhead the covariance modeling agenda, evaluate forecast performance, and identify optimal portfolio optimization features to maximize PnL.