Quantitative Researcher - Systematic Equities

Selby Jennings; New York (NY); On-site; USD 300,000 - 400,000; Full time

Job summary

Selby Jennings in New York, NY is seeking a Quantitative Researcher to join a systematic equities team. You will research, develop, and enhance alpha-generating investment strategies, working with portfolio managers, researchers, and technologists in a highly collaborative environment.

Responsibilities include researching and developing systematic equity strategies, analyzing large datasets, applying statistics and machine learning, partnering with PMs and tech teams to implement ideas, and

Qualifications

• Advanced degree in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related quantitative field
• Strong programming skills in Python and/or C++
• Deep understanding of statistics, machine learning, and data analysis
• Experience conducting quantitative research in financial markets or a comparable research-intensive environment
• Strong problem-solving and communication skills

Responsibilities

• Research and develop systematic equity investment strategies
• Analyze large, complex datasets to identify predictive signals and market inefficiencies
• Apply statistical and machine learning techniques to investment research
• Partner with portfolio managers and technology teams to implement research ideas
• Evaluate strategy performance and identify opportunities for improvement
• Explore and assess new datasets and alternative data sources

Skills

Python

C++

Statistics

Machine Learning

Data Analysis

Quantitative Research

Education

Advanced degree in Mathematics/Statistics/Physics/Computer Science/Engineering

Job description

Quantitative Researcher - Systematic Equities (PR/607985) New York, New York

Salary: USD300000 - USD400000 per year

We are currently partnered with a leading multi-manager hedge fund, who is seeking a Quantitative Researcher to join a systematic equities team in New York. This individual will be responsible for researching, developing, and enhancing alpha-generating investment strategies, working closely with portfolio managers, researchers, and technologists in a highly collaborative environment.

Responsibilities

• Research and develop systematic equity investment strategies
• Analyze large, complex datasets to identify predictive signals and market inefficiencies
• Apply statistical and machine learning techniques to investment research
• Partner with portfolio managers and technology teams to implement research ideas
• Evaluate strategy performance and identify opportunities for improvement
• Explore and assess new datasets and alternative data sources

Requirements

• Advanced degree in Mathematics, Statistics, Physics, Computer Science, Engineering, or a related quantitative field
• Strong programming skills in Python and/or C++
• Deep understanding of statistics, machine learning, and data analysis
• Experience conducting quantitative research in financial markets or a comparable research-intensive environment
• Strong problem-solving and communication skills

Preferred

• Prior experience researching systematic equities strategies
• Exposure to alternative data and large-scale research environments
• Demonstrated track record of developing predictive models

Yes, I am currently eligible to work (work permit/visa/citizenship) in the country to which I am applying. No, I am not currently eligible to work (work permit/visa/citizenship) in the country to which I am applying.