Quantitative Researcher: Systematic Macro & Short-Term Options

Selby Jennings; New York (NY); On-site; USD 180,000 - 270,000; Full time

Job summary

Selby Jennings is seeking a Senior Quantitative Researcher to join a global multi-strategy hedge fund in New York City. You will own the full research lifecycle from signal generation to live deployment, building predictive models across rates, FX, commodities, equities, and volatility.

You will work closely with Portfolio Managers and technology teams to productionize models, explore new data sources, and advance systematic trading strategies in a collaborative environment.

Qualifications

• Advanced degree (MS or PhD) in Mathematics, Statistics, Physics, CS, Engineering, Economics, or related quantitative field.
• 5+ years in quantitative research, systematic trading, or quantitative portfolio management.
• Strong Python programming and experience with large financial datasets.
• Deep understanding of statistics, machine learning, optimization, and time-series analysis.
• Proven track record developing alpha signals or predictive models in live trading.

Responsibilities

• Research and develop systematic alpha signals across global macro and derivatives markets.
• Design and implement predictive models for rates, FX, commodities, equity indices, volatility, and options markets.
• Identify and exploit inefficiencies in options pricing, volatility term structure, skew, convexity, and cross-asset relationships.
• Conduct rigorous statistical testing, backtesting, and validation of new trading ideas.
• Develop forecasting models using traditional statistics and modern ML methods.
• Analyze large-scale market, fundamental, macroeconomic, and alternative datasets.
• Build and enhance research infrastructure, signal generation frameworks, and portfolio analytics tools.
• Collaborate with Portfolio Managers to convert research insights into live trading strategies.

Skills

Quantitative research

Statistical analysis

Time-series analysis

Communication

Backtesting

Education

MS/PhD in a quantitative field

Tools

Python

Pandas

NumPy

ML libraries

SQL

Job description

Global Multi-Strategy Hedge Fund | Multi-Billion Dollar AUM

A leading global investment firm is seeking a Senior Quantitative Researcher to join a growing systematic investment platform focused on global macro and short-term options strategies. The team develops and deploys alpha-generating models across rates, FX, equity indices, commodities, volatility, and listed options markets, leveraging quantitative research, statistical modeling, machine learning, and market microstructure insights.

This is an opportunity to work directly alongside Portfolio Managers and senior researchers in a highly collaborative environment where research drives investment decisions. The successful candidate will have significant ownership across the entire research lifecycle and the ability to directly impact portfolio performance through the development of differentiated systematic trading strategies.

Role Overview

Global Multi-Strategy Hedge Fund | Multi-Billion Dollar AUM

A leading global investment firm is seeking a Senior Quantitative Researcher to join a growing systematic investment platform focused on global macro and short-term options strategies. The team develops and deploys alpha-generating models across rates, FX, equity indices, commodities, volatility, and listed options markets, leveraging quantitative research, statistical modeling, machine learning, and market microstructure insights.

This is an opportunity to work directly alongside Portfolio Managers and senior researchers in a highly collaborative environment where research drives investment decisions. The successful candidate will have significant ownership across the entire research lifecycle and the ability to directly impact portfolio performance through the development of differentiated systematic trading strategies.

This position offers the opportunity to take end-to-end ownership of alpha research, from signal generation and hypothesis development through implementation, portfolio integration, and performance analysis.

The ideal candidate will combine deep quantitative expertise with strong financial intuition, developing predictive models across global macro markets and short-term options strategies. Researchers will be expected to identify new sources of alpha, analyze large and complex datasets, build scalable research frameworks, and collaborate closely with portfolio managers, traders, and technology teams to bring ideas into production.

The team operates across multiple investment horizons, with particular focus on short-term forecasting, volatility dynamics, options pricing inefficiencies, macroeconomic dislocations, and systematic trading opportunities.

Why Join

• Join a well-resourced and growing systematic macro and derivatives platform
• Work directly alongside experienced Portfolio Managers and senior investment professionals
• Meaningful ownership across the full research lifecycle, from idea generation through live deployment
• Exposure to global macro markets including rates, FX, commodities, equities, and volatility
• Ability to research and deploy both directional and relative-value options strategies
• Access to institutional-grade data infrastructure, computing resources, and proprietary datasets
• Highly collaborative, intellectually rigorous research culture
• Direct impact on investment decisions and portfolio construction
• Clear growth path toward senior research leadership or portfolio management responsibilities

Key Responsibilities

• Research and develop systematic alpha signals across global macro and derivatives markets
• Design and implement predictive models for rates, FX, commodities, equity indices, volatility, and options markets
• Identify and exploit inefficiencies in options pricing, volatility term structure, skew, convexity, and cross-asset relationships
• Conduct rigorous statistical testing, backtesting, and validation of new trading ideas
• Develop forecasting models using traditional statistical techniques and modern machine learning methodologies
• Analyze large-scale market, fundamental, macroeconomic, and alternative datasets
• Build and enhance research infrastructure, signal generation frameworks, and portfolio analytics tools
• Perform signal attribution, portfolio diagnostics, and performance monitoring
• Collaborate closely with Portfolio Managers to convert research insights into live trading strategies
• Work alongside technology teams to ensure robust deployment and production monitoring of models
• Continuously evaluate emerging datasets, research methodologies, and quantitative techniques

Qualifications

Required

• Advanced degree (MS or PhD preferred) in Mathematics, Statistics, Physics, Computer Science, Engineering, Economics, or a related quantitative discipline
• 5+ years of experience in quantitative research, systematic trading, or quantitative portfolio management
• Strong programming skills in Python and experience working with large financial datasets
• Deep understanding of statistics, machine learning, optimization, and time-series analysis
• Proven track record developing alpha signals or predictive models in live trading environments
• Experience conducting research from hypothesis generation through production deployment
• Strong communication skills and ability to collaborate within an investment team

Highly Preferred

• Experience researching systematic macro strategies across rates, FX, commodities, and equities
• Experience developing short-term options or volatility strategies
• Knowledge of options pricing, Greeks, volatility surfaces, skew dynamics, and relative value opportunities
• Familiarity with market microstructure and short-horizon forecasting models
• Experience with portfolio construction, risk management, and transaction cost modeling
• Exposure to machine learning, AI-driven research workflows, and alternative data applications in investing
• Experience working in hedge funds, proprietary trading firms, or systematic asset managers