Quantitative Researcher - Equity MFT

Direct message the job poster from Selby Jennings

A leading hedge fund continues to improve their returns on their $28bn of assets through expansion in their core systematic equities business. More details below.

Key Responsibilities

• Develop and enhance equity trading strategies using statistical and machine learning techniques.
• Conduct alpha research, backtesting, and optimization to improve portfolio performance.
• Analyze large datasets to uncover actionable insights and inefficiencies in equity markets.
• Collaborate with portfolio managers, traders, and developers to implement research findings.
• Continuously refine models and signals to adapt to changing market conditions.

Requirements

• PhD or Master's in a quantitative field (Mathematics, Statistics, Computer Science, Physics, etc.).
• Proven experience in equity markets, ideally within a hedge fund, asset manager, or proprietary trading firm.
• Strong programming skills in Python, R, or C++, with experience in numerical computing and data analysis.
• Deep understanding of statistical modelling, machine learning, and time-series analysis.
• Familiarity with market microstructure, factor models, and portfolio optimization.
• A results-driven mindset with a passion for systematic investing and alpha generation.

If you are interested please reach out to harry.moore(at)selbyjennings.com

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Finance

Industries

Capital Markets

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