Quant Researcher

Selby Jennings; New York (NY); On-site; USD 180,000 - 220,000; Full time

Job summary

A leading financial recruitment firm is looking for a Quantitative Researcher in New York City. This mid-senior level position involves collaborating with teams to conduct research and develop statistical arbitrage strategies. Candidates should have strong technical skills in Python and C++, an advanced degree in a quantitative field, and an understanding of statistical modeling. The role offers a competitive salary with a base pay range of $200,000 per year.

Qualifications

• Advanced degree in a quantitative field is required.
• Strong Python skills for data analysis are essential.
• C++ experience is desirable for production.

Responsibilities

• Conduct research to develop short-term statistical arbitrage signals.
• Analyze large-scale tick-level datasets to identify patterns.
• Collaborate with traders to design and refine strategies.

Skills

Python for data analysis

C++ experience

Statistical modeling

Time-series analysis

Machine learning techniques

Education

Advanced degree in Mathematics, Statistics, Computer Science, Physics, or Engineering

Tools

Tick-level datasets

Job description

This range is provided by Selby Jennings. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base Pay Range

$200,000.00/yr - $200,000.00/yr

Quantitative Research & Trading Consultant @ Selby Jennings | Quant (Trading, Research, Development)

We are seeking a highly technical Quantitative Researcher to join our clients Global Equities Statistical Arbitrage team. This role will sit under a Senior PM who will be looking for someone with strong research ability but also strong technical skills (Python, C++). This role is ideal for someone passionate about research and innovation, as you will collaborate directly with the PM and trading team to translate research into actionable strategies.

Responsibilities

• Conduct research to develop short-term statistical arbitrage signals.
• Analyze large-scale tick-level datasets to identify patterns and opportunities.
• Collaborate with traders and engineers to design and refine strategies.
• Prototype and validate models in Python; assist in production implementation using C++.
• Continuously improve signal generation and execution efficiency.

Required Skills & Qualifications

• Advanced degree in a quantitative field such as Mathematics, Statistics, Computer Science, Physics, or Engineering.
• Python for data analysis and research.
• C++ experience is highly desirable for production environments.
• Solid understanding of statistical modeling, time-series analysis, and machine learning techniques.
• Experience working with tick-level or high-frequency datasets.
• Ability to work independently on complex research problems and communicate findings clearly.
• Prior exposure to global equities markets and statistical arbitrage strategies.
• Experience in a systematic trading environment.

Seniority Level

Mid-Senior level

Employment Type

Full-time

Job Function

Management and Research

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