Quantitative Researcher - Selby Jennings

I am working with a global quantitative hedge fund that specializes in deploying systematic statistical arbitrage strategies across the equities markets. The firm was founded in the U.S. over 10 years ago and has maintained an exceptional track record, having never experienced a down year since inception. They are known for their scientific approach to alpha generation and utilize cutting-edge techniques in statistical analysis and machine learning-based research.

Given the firm's continued success, they are looking to hire several quantitative researchers to support senior leadership and the executive team in driving the research and development of short- to medium-frequency trading strategies. They are particularly interested in candidates with expertise in generating equity alphas across the following areas: event-driven strategies, ETF arbitrage, auction trading strategies, systematic index rebalancing, statistical arbitrage, and machine learning-based predictive modeling. That said, they are eager to bring in high-performing researchers who can continue to elevate the business and help scale across multiple asset classes.

Responsibilities

• Research, develop, and implement systematic equity strategies, with a focus on event-driven and alpha generation
• Conduct large-scale data analysis using statistical and machine learning techniques
• Collaborate with portfolio managers and technologists to optimize signal generation and execution
• Contribute to the evolution of the fund's research infrastructure and modeling capabilities

Requirements

• 3+ years of experience at a buy-side firm
• Strong background in systematic equities (event-driven/alpha strategies preferred); equity options experience also considered
• Master's or PhD in a quantitative discipline (e.g., Mathematics, Physics, Computer Science, Statistics, Engineering)
• Proficiency in Python or similar programming languages
• Experience with end-to-end alpha research and strategy development