Senior Quantitative Researcher

Selby Jennings; Stamford (CT); On-site; USD 200,000 - 250,000; Full time

Job summary

Selby Jennings is assisting a boutique investment firm in Stamford, Connecticut, to hire a Senior Quantitative Researcher. You will develop proprietary alpha factors and models, integrating fundamental and alternative data to inform investment decisions.

The role focuses on building scalable research infrastructure, collaborating with portfolio managers and technologists, and advancing data-driven strategies across a flexible small- and mid-cap equity approach.

Qualifications

• 3+ years in quantitative research or data-driven investing.
• Strong Python proficiency with large datasets.
• Experience with alpha signals and factor investing.

Responsibilities

• Research and develop proprietary alpha factors, systematic ranking models, and investment signals.
• Analyze large datasets across financial, fundamental, and alternative data.
• Enhance research infrastructure, portfolio analytics tools, and quantitative systems.
• Collaborate with portfolio managers, analysts, and technologists to improve decision-making.
• Build tools supporting factor analysis, hedging, monitoring, and workflows.

Skills

Quantitative research

Data science

Machine learning

Alpha research

Statistical analysis

Python

Big data

Portfolio analytics

Tools

Pandas

NumPy

SQL

Job description

Senior Quantitative Researcher (PR/591183) Stamford, Connecticut

Salary: USD200000 - USD250000 per year + +Bonus

We are partnered with a boutique alternative investment firm looking to expand its Quantitative Research team. This group sits at the intersection of investing, technology, and data science, building proprietary research tools, systematic ranking models, risk management frameworks, and alpha-generating signals that directly support investment decisions across a flexible small‐and‐mid-cap equity strategy. The role offers the opportunity to help shape the firm's data strategy, work with alternative datasets, and drive new quantitative initiatives alongside a lean, high-impact team.

Responsibilities:

• Research and develop proprietary alpha factors, systematic ranking models, and investment signals using fundamental and alternative datasets.
• Analyze large and diverse datasets, including financial, fundamental, and alternative data, to uncover actionable investment insights.
• Enhance and expand existing research infrastructure, portfolio analytics tools, and quantitative systems while helping build new capabilities from the ground up.
• Partner closely with portfolio manager, fundamental analysts, and technology stakeholders to improve portfolio construction, risk management, and investment decision-making.
• Build tools and frameworks that support factor analysis, custom hedging strategies, portfolio monitoring, and investment research workflows.

Requirements:

• 3+ years of experience in quantitative research, data science, machine learning, or systematic investing.
• Strong understanding of factor investing, alpha research, statistical analysis, and data-driven investment processes.
• Advanced programming skills in Python, including experience working with large datasets and modern data science libraries.
• Experience developing proprietary signals, quantitative models, or research tools using fundamental and/or alternative data.
• Knowledge of factor risk models, portfolio analytics, or systematic investment strategies is highly preferred.