Quantitative Researcher: Alpha & Portfolio Builder

Selby Jennings; San Francisco (CA); On-site; USD 120,000 - 180,000; Full time

Job summary

Selby Jennings seeks a highly skilled Quantitative Researcher to advance alpha signals and factor models across global equity markets. The role emphasizes rigorous empirical analysis and collaboration to improve investment decision-making, portfolio construction, and risk management within a multi-asset research framework.

The ideal candidate has substantial experience in quantitative research, strong Python proficiency, and the ability to communicate complex ideas to both technical and

Qualifications

• Advanced degree in a quantitative field such as Finance, Economics, Statistics, Mathematics, Physics, Computer Science, Engineering, or a related discipline.
• 3+ years of experience conducting research within asset management, hedge funds or systematic investment platforms.
• Strong understanding of equity markets, investment processes, and quantitative research techniques.
• Experience with factor models, equity return forecasting, portfolio optimization/construction, risk models, alpha signal development, and performance and attribution frameworks.
• Proficiency in Python and quantitative methodologies.

Responsibilities

• Research and develop alpha signals & factor models.
• Study drivers of stock returns and market anomalies using large-scale empirical analysis.
• Investigate economic rationale behind quantitative signals and evaluate their robustness across market environments.
• Conduct performance attribution, factor decomposition, and risk analysis to better understand portfolio outcomes.
• Develop portfolio construction frameworks that balance alpha opportunities with risk, liquidity, turnover, and capacity constraints.
• Design and maintain research tools, analytics, and scalable workflows that support the investment process.
• Collaborate on projects spanning alpha research, factor investing, portfolio construction, risk modeling, and systematic strategy development.

Skills

Quantitative analysis

Statistical methods

Communication

Education

Advanced degree in quantitative field

Tools

Python

Job description

This role offers the opportunity to work on intellectually challenging research problems across a broad range of investment topics rather than being confined to a single niche. Researchers have meaningful influence on the research agenda and can contribute across alpha generation, portfolio construction, & risk management within a highly collaborative investment approach.

Responsibilities:

• Research and develop alpha signals & factor models
• Study the drivers of stock returns and market anomalies using large-scale empirical analysis.
• Investigate the economic rationale behind quantitative signals and evaluate their robustness across market environments.
• Conduct performance attribution, factor decomposition, and risk analysis to better understand portfolio outcomes.
• Develop portfolio construction frameworks that balance alpha opportunities with risk, liquidity, turnover, and capacity constraints.
• Design and maintain research tools, analytics, and scalable workflows that support the investment process.
• Collaborate on projects spanning alpha research, factor investing, portfolio construction, risk modeling, and systematic strategy development.

Preferred Qualifications

• Advanced degree in a quantitative field such as Finance, Economics, Statistics, Mathematics, Physics, Computer Science, Engineering, or a related discipline.
• 3+ years of experience conducting research within asset management, hedge funds or systematic investment platforms.
• Strong understanding of equity markets, investment processes, and quantitative research techniques.
• Experience working with factor models, equity return forecasting, portfolio optimization/construction, risk models, alpha signal development, and performance and attribution frameworks
• Proficiency in Python is a must
• Ability to communicate quantitative concepts clearly to both technical and non-technical audiences.

This role offers the opportunity to work on intellectually challenging research problems across a broad range of investment topics rather than being confined to a single niche. Researchers have meaningful influence on the research agenda and can contribute across alpha generation, portfolio construction, & risk management within a highly collaborative investment approach.

Responsibilities:

• Research and develop alpha signals & factor models
• Study the drivers of stock returns and market anomalies using large-scale empirical analysis.
• Investigate the economic rationale behind quantitative signals and evaluate their robustness across market environments.
• Conduct performance attribution, factor decomposition, and risk analysis to better understand portfolio outcomes.
• Develop portfolio construction frameworks that balance alpha opportunities with risk, liquidity, turnover, and capacity constraints.
• Design and maintain research tools, analytics, and scalable workflows that support the investment process.
• Collaborate on projects spanning alpha research, factor investing, portfolio construction, risk modeling, and systematic strategy development.

Preferred Qualifications

• Advanced degree in a quantitative field such as Finance, Economics, Statistics, Mathematics, Physics, Computer Science, Engineering, or a related discipline.
• 3+ years of experience conducting research within asset management, hedge funds or systematic investment platforms.
• Strong understanding of equity markets, investment processes, and quantitative research techniques.
• Experience working with factor models, equity return forecasting, portfolio optimization/construction, risk models, alpha signal development, and performance and attribution frameworks
• Proficiency in Python is a must
• Ability to communicate quantitative concepts clearly to both technical and non-technical audiences.

Desired Skills and Experience

We are currently partnered with the CIO of a multi-billion-dollar hedge fund seeking a Quantitative Researcher to join its fundamental equities platform. The team operates at the intersection of fundamental investing and quantitative research, applying rigorous empirical analysis to improve investment decision-making, portfolio construction, risk management, and alpha generation across global equity markets. The opportunity is ideal for researchers who are passionate about understanding market behavior, developing differentiated investment insights, and applying quantitative methods to real-world portfolio management challenges.

This role offers the opportunity to work on intellectually challenging research problems across a broad range of investment topics rather than being confined to a single niche. Researchers have meaningful influence on the research agenda and can contribute across alpha generation, portfolio construction, & risk management within a highly collaborative investment approach.

Responsibilities:
* Research and develop alpha signals & factor models
* Study the drivers of stock returns and market anomalies using large-scale empirical analysis.
* Investigate the economic rationale behind quantitative signals and evaluate their robustness across market environments.
* Conduct performance attribution, factor decomposition, and risk analysis to better understand portfolio outcomes.
* Develop portfolio construction frameworks that balance alpha opportunities with risk, liquidity, turnover, and capacity constraints.
* Design and maintain research tools, analytics, and scalable workflows that support the investment process.
* Collaborate on projects spanning alpha research, factor investing, portfolio construction, risk modeling, and systematic strategy development.

Preferred Qualifications
* Advanced degree in a quantitative field such as Finance, Economics, Statistics, Mathematics, Physics, Computer Science, Engineering, or a related discipline.
* 3+ years of experience conducting research within asset management, hedge funds or systematic investment platforms.
* Strong understanding of equity markets, investment processes, and quantitative research techniques.
* Experience working with factor models, equity return forecasting, portfolio optimization/construction, risk models, alpha signal development, and performance and attribution frameworks
* Proficiency in Python is a must
* Ability to communicate quantitative concepts clearly to both technical and non-technical audiences.