Quantitative Researcher - Systematic Equities

Selby Jennings; New York (NY); On-site; USD 140,000 - 210,000; Full time

Job summary

Selby Jennings seeks aQuantitative Researcher to join a NY systematic equities team. You will research, develop, and enhance alpha-generating strategies, collaborating with PMs, researchers, and technologists in a highly collaborative environment.

Responsibilities include analyzing large datasets, applying statistics and ML to investment research, and evaluating strategy performance. Candidates should hold an advanced quantitative degree and have strong Python/C++ programming and communication

Qualifications

• Advanced degree in mathematics, statistics, physics, CS, engineering, or related field.
• Strong programming in Python and/or C++.
• Deep understanding of statistics, ML, and data analysis.
• Experience conducting quantitative research in financial markets.

Responsibilities

• Research and develop systematic equity investment strategies.
• Analyze large, complex datasets to identify predictive signals.
• Apply statistical and machine learning techniques to research.
• Collaborate with portfolio managers and technologists to implement ideas.
• Evaluate strategy performance and identify improvements.
• Explore new datasets and alternative data sources.

Skills

Python

C++

Statistics

Machine Learning

Data analysis

Communication

Problem-solving

Education

Advanced degree in quantitative field

Job description

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