Senior Quantitative Researcher & Trader - Systematic Alpha

Selby Jennings; New York (NY); On-site; USD 250,000 - 400,000; Full time

Job summary

Selby Jennings is recruiting a Senior Quantitative Researcher / Trader for a leading global hedge fund. You will drive alpha generation and signal development across global equity markets, collaborating with PMs, researchers, developers, and data engineers to turn ideas into production-ready strategies.

The role sits at the intersection of quantitative research, signal development, portfolio implementation, and data infrastructure, offering substantial ownership and involvement in both research

Qualifications

• MS or PhD in a quantitative field (Math/Stats/CS/Physics/Engineering)
• 5+ years in quantitative research, systematic equities, or quantitative trading
• Experience developing alpha signals in live investment environments
• Strong Python programming and data analysis skills
• Background in statistics, machine learning, optimization, and time-series analysis
• Experience with large-scale financial and alternative datasets
• Understanding of portfolio construction, risk management, and performance attribution
• Strong communication skills and ability to operate in an investment-driven environment

Responsibilities

• Research, develop, and deploy systematic equity alpha signals across global markets
• Identify new predictive factors using traditional and alternative datasets
• Design signal generation frameworks for medium- and short-horizon strategies
• Conduct rigorous statistical research, backtesting, validation, and performance analysis
• Develop portfolio construction and optimization methodologies
• Monitor live trading performance and perform signal attribution analysis
• Collaborate with Portfolio Managers to translate research into investable strategies
• Build and enhance data infrastructure, research tooling, and scalable data pipelines
• Improve data ingestion, quality control, feature engineering, and model deployment workflows
• Evaluate and integrate new datasets to improve forecasting power and portfolio performance
• Partner with engineering teams to ensure robust production deployment and monitoring

Skills

Advanced quantitative reasoning

Strong communication

Education

MS or PhD in Mathematics/Statistics/CS/Physics/Engineering

Tools

Python

Large-scale data handling

Backtesting frameworks

SQL

Job description

Selby Jennings is recruiting a Senior Quantitative Researcher / Trader for a leading global hedge fund. You will drive alpha generation and signal development across global equity markets, collaborating with PMs, researchers, developers, and data engineers to turn ideas into production-ready strategies.

The role sits at the intersection of quantitative research, signal development, portfolio implementation, and data infrastructure, offering substantial ownership and involvement in both research