Sr. Quantitative Researcher - Delta One Credit Strategies

Selby Jennings; New York (NY); On-site; USD 250,000 - 360,000; Full time

Job summary

Selby Jennings is seeking a senior Quantitative Researcher to join a high-impact Credit Volatility PM team. The role focuses on credit indices, delta-one products, and cross-asset alpha generation, with substantial PM access and ownership over a growing book.

The candidate will design and deploy mean reversion, momentum, or RV strategies and take ideas from research to live PnL, working in a small, highly visible team.

Qualifications

• Proven systematic research experience in macro and delta one credit products.
• Track record designing and deploying mean reversion, momentum, or RV strategies.
• Comfort owning research end-to-end, from signal to live PnL.

Responsibilities

• Taking research from idea to live production alongside the PM.

Skills

Systematic research

Macro credit

Delta One

Signal to live PnL

Education

Advanced degree in quantitative field

Job description

A leading multi-strategy investment firm is expanding a high-impact Credit Volatility PM team and looking to add a Quantitative Researcher.

This successful Credit Options-focused team is scaling into systematic delta-one and quantitative macro credit strategies, building on an existing options and volatility franchise. This is a rare opportunity to help shape a build-out from the ground up rather than inherit a legacy book.

What you'll focus on:

• Credit indices (CDX), credit ETFs, and Delta One products
• Mean reversion and trend-following signal research
• Cross-asset relative value and statistical/ML-driven alpha generation
• Taking research from idea to live production alongside the PM

What they're looking for:

• Proven systematic research experience in macro and delta one credit products
• Track record designing and deploying mean reversion, momentum, or RV strategies
• Advanced degree in a quantitative field (Math, Stats, CS, Physics, Engineering)
• Comfort owning research end-to-end, from signal to live PnL

This is a small, senior team (PM + 1 QR currently) - high visibility, direct PM access, and real ownership over a growing book. Not a large, siloed research org.

Compensation is highly competitive and reflective of the seniority of the build-out.