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    Quantitative Researcher - New York, NY, United States - Selby Jennings

    Selby Jennings
    Selby Jennings New York, NY, United States

    2 weeks ago

    Selby Jennings background
    Description

    A Systematic Equity PM at a $6bbn Hedge Fund in NYC is looking for an Equity Quant Researcher to join his team and spearhead development of new strategies. The PM is specifically seeking out someone skilled in generating signals with intraday to multi-week holding periods (US or EU equities preferred) who can work on end-to-end strategy development in an autonomous fashion. The strategies will be implemented in the larger book in order to generate PnL orthogonal to their own.

    This is an opportunity to work alongside a veteran PM with 10+ years of running a successful portfolio at different funds, gain exposure to portfolio management responsibilities within the team and have a transparent impact on the PnL that their signals generate. The fund has aggressively expanded their quantitative platform over the last 4 years and the QR will have access to 50+ datasets and a sophisticated research/trading platform to drive performance of their work.

    The ideal candidate will have:

    • 3+ years experience working on alpha signal research in equity markets (buyside is strongly preferred)
    • Exposure to portfolio construction, strategy implementation and/or risk management is a big plus
    • Strong Python skillset (specifically for data analysis)
    • Advanced STEM degree
    • Desire to work in a close-knit team that is close to market
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