Senior Quant to Lead Systematic Portfolio Manager

Selby Jennings; New York (NY); On-site; USD 150,000 - 1,000,000; Full time

Job summary

Selby Jennings guides a leading multi-manager hedge fund in New York to hire exceptional Senior Quantitative Researchers, Strategy Leads, and high-performing contributors who can step into a Portfolio Manager role.

The ideal candidate has a proven track record of alpha generation within a systematic investment team, ownership of research, signals, and portfolio construction, and the vision to lead a strategy independently from day one.

Qualifications

• A history of generating differentiated alpha within a systematic investment team.
• Ownership of research, signals, portfolio construction, or risk management.
• Understanding how to build and scale an investment process.
• Ambition and capability to lead a strategy independently.

Responsibilities

• Lead alpha-generating research within a systematic framework.
• Own signals, risk controls, and portfolio construction decisions.
• Elevate and scale investment processes; drive strategy leadership.

Skills

Alpha generation

Systematic investing

Portfolio construction

Risk management

Strategy leadership

Research ownership

Job description

Selby Jennings guides a leading multi-manager hedge fund in New York to hire exceptional Senior Quantitative Researchers, Strategy Leads, and high-performing contributors who can step into a Portfolio Manager role.

The ideal candidate has a proven track record of alpha generation within a systematic investment team, ownership of research, signals, and portfolio construction, and the vision to lead a strategy independently from day one.