Quantitative Researcher

Selby Jennings; Boston (MA); On-site; USD 180,000 - 260,000; Full time

Job summary

Selby Jennings is seeking a Quantitative Researcher to join the investment science team, applying data-driven insights across portfolio construction, manager selection, diligence, and monitoring. You will work at the intersection of quantitative research and investing with senior professionals to develop analytical frameworks and improve decision-making across a diversified private markets platform.

The role emphasizes ownership over multiple projects, presenting results internally and

Qualifications

• 8+ years of quantitative research experience in investment environments.
• Advanced degree in a quantitative field (stats, math, physics, CS, finance).
• Strong Python programming with large datasets experience.
• Knowledge of statistical modeling, ML, forecasting, optimization.
• Able to communicate complex analytics to technical and non-technical audiences.
• Demonstrated interest in investing and applying quantitative methods.

Responsibilities

• Conduct quantitative research to support investment selection, portfolio construction, and risk management initiatives.
• Analyze large and complex datasets to identify trends, patterns, and investment insights.
• Develop statistical models, forecasting tools, and analytical frameworks used by investment teams.
• Partner with investors and portfolio managers to solve investment-related problems through data and research.
• Evaluate and integrate traditional and alternative datasets into the research process.
• Present findings and recommendations to investment professionals and senior stakeholders.
• Contribute to the development of scalable research tools and investment analytics capabilities.
• Stay current on advancements in quantitative investing, data science, and machine learning techniques.

Skills

Python

Statistical modeling

Machine learning

Forecasting

Portfolio analytics

Communication

Education

Advanced degree in statistics / mathematics / physics / engineering / economics / CS / finance

Job description

A leading private markets investment firm is hiring a Quantitative Researcher to join their investment science team focused on applying data-driven insights across portfolio construction, manager selection, investment diligence, and portfolio monitoring activities.

This is an opportunity to work at the intersection of quantitative research and investing, partnering closely with senior investment professionals to develop analytical frameworks, evaluate investment opportunities, and improve decision-making across a diversified private markets platform. The team leverages advanced statistics, machine learning, and large-scale datasets to generate insights that influence real investment outcomes. They are looking for someone who is coming from a role where they have ownership over multiple projects and be responsible for presenting those results internally or externally.

Responsibilities:

• Conduct quantitative research to support investment selection, portfolio construction, and risk management initiatives.
• Analyze large and complex datasets to identify trends, patterns, and investment insights.
• Develop statistical models, forecasting tools, and analytical frameworks used by investment teams.
• Partner with investors and portfolio managers to solve investment-related problems through data and research.
• Evaluate and integrate traditional and alternative datasets into the research process.
• Present findings and recommendations to investment professionals and senior stakeholders.
• Contribute to the development of scalable research tools and investment analytics capabilities.
• Stay current on advancements in quantitative investing, data science, and machine learning techniques.

Requirements:

• 8+ years of experience.
• Advanced degree in Statistics, Mathematics, Physics, Engineering, Economics, Computer Science, Finance, or a related quantitative discipline.
• Experience conducting quantitative research within asset management, institutional investing, hedge funds, investment consulting, or other investment-focused environments.
• Strong programming skills, particularly in Python, with experience working with large datasets.
• Knowledge of statistical modeling, machine learning, forecasting, optimization, or portfolio analytics.
• Ability to communicate complex analytical concepts to both technical and non-technical audiences.
• Demonstrated interest in investing and applying quantitative methods to real-world investment decisions.