Senior Quantitative Researcher: 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

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.