Senior Delta-One Credit Quant: Build & Scale Live PnL

Selby Jennings; New York (NY); On-site; USD 250,000 - 360,000; Full time

Job summary

Selby Jennings is seeking a senior Quantitative Researcher to join a high-impact Credit Volatility PM team. The role focuses on credit indices, delta-one products, and cross-asset alpha generation, with substantial PM access and ownership over a growing book.

The candidate will design and deploy mean reversion, momentum, or RV strategies and take ideas from research to live PnL, working in a small, highly visible team.

Qualifications

• Proven systematic research experience in macro and delta one credit products.
• Track record designing and deploying mean reversion, momentum, or RV strategies.
• Comfort owning research end-to-end, from signal to live PnL.

Responsibilities

• Taking research from idea to live production alongside the PM.

Skills

Systematic research

Macro credit

Delta One

Signal to live PnL

Education

Advanced degree in quantitative field

Job description

Selby Jennings is seeking a senior Quantitative Researcher to join a high-impact Credit Volatility PM team. The role focuses on credit indices, delta-one products, and cross-asset alpha generation, with substantial PM access and ownership over a growing book.

The candidate will design and deploy mean reversion, momentum, or RV strategies and take ideas from research to live PnL, working in a small, highly visible team.