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    Quant Research - New York, United States - Selby Jennings

    Selby Jennings background
    Full time
    Description

    Responsibilities:

    • Conducting rigorous research and analysis on global macro financial market data
    • Daily alpha research and signal generations for the Global Futures and FX markets
    • Create and test complex investment ideas and collaborating with other team members
    • Work with a Senior PM and other Quant Researchers to develop new systematic quantitative trading models while working to improve existing models

    Requirements:

    • 4+ years experience in a related role (ideally buy-side)
    • Strong technical skills with a passion for problem solving and an intellectual curiosity about financial markets
    • Working proficiency in Python
    • Experience working with Futures markets is a must
    • Strong academic background - Masters preferred

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