Senior Quantitative Researcher

Selby Jennings; Stamford (CT); On-site; USD 120,000 - 190,000; Full time

Job summary

Selby Jennings is partnering with a boutique alt investment firm to expand its Quantitative Research team. This role sits at the intersection of investing, technology, and data science, building proprietary research tools and alpha-generating signals that support investment decisions across a flexible small- and mid-cap strategy.

You will research and implement proprietary alpha factors, analyze diverse data, and expand research infrastructure while collaborating with portfolio managers and

Qualifications

• 3+ years of experience in quantitative research or data science.
• Proficient in Python and data analysis with large datasets.
• Experience with factor investing or investment research is a plus.
• Knowledge of ML methods and statistical analysis.

Responsibilities

• Research and develop proprietary alpha factors and investment signals.
• Analyze large and diverse datasets to extract actionable insights.
• Enhance research infrastructure and portfolio analytics tools.
• Collaborate with portfolio managers and technology teams.
• Build frameworks supporting factor analysis and risk management.

Skills

Python

Machine learning

Quantitative analysis

Big data

Data science libraries

Tools

Pandas

NumPy

SQL

Job description

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.