Job Description
Job Description
A systematic hedge fund in New York City is looking to bring on a Quantitative Researcher with experience across equities. This role offers a unique opportunity to work closely with a Portfolio Manager and contribute to the development and execution of data-driven strategies. You will be involved in the full research life cycle - from data acquisition and alpha generation to portfolio construction and performance analysis - within a collaborative and intellectually stimulating environment.
Responsibilities:
- Conduct research to identify and develop alpha-generating signals using financial and alternative datasets.
- Design and implement robust backtesting frameworks to evaluate strategy performance.
- Process, clean, and analyze large datasets to support research and trading activities.
- Assist in portfolio construction, including risk modeling, optimization, and constraint management.
- Monitor strategy performance and develop tools to track key metrics and identify anomalies.
- Collaborate with portfolio managers, data engineers, and other researchers to refine and implement strategies.
- Stay current with academic research, market trends, and technological advancements relevant to quantitative finance.
Requirements:
- B.S./M.S./PhD in a STEM field such as Mathematics, Physics, Engineering, Computer Science or Statistics
- 2-5+ Years of experience in a quantitative role within financial markets (hedge fund or proprietary trading firm)
- Solid understanding of statistical analysis, machine learning, and numerical optimization techniques
- Strong communication skills and collaborative mindset
- Excellent problem solving skills and attention to detail
Company DescriptionOperating as part of Phaidon International, Selby Jennings is a multi-award winning global recruitment organization focused on servicing the financial industry.
By breaking down financial markets into individual niches and micro-specialisms, Selby Jennings powers a knowledge-led model, delivering global solutions into local markets. Every consultant is an expert in their field. Structuring our teams to mirror the demands of our clients and candidates, we identify, qualify and present the highest caliber candidates, as well as identifying the best market opportunities for leading finance professionals.
We work in partnership with clients to tailor-make a suitable search model based on the type of assignment and client service level requirements, adopting a bespoke combination of solutions to ensure optimum reach into the active and passive market places.
From our offices around the world, we recruit beyond international boundaries, pro-actively sourcing the best talent in the industry. Across contingent, retained, and project solutions, our service is unrivaled; speaking to our level of service provision, search accuracy, and flexibility.
Company Description
Operating as part of Phaidon International, Selby Jennings is a multi-award winning global recruitment organization focused on servicing the financial industry.\r\n\r\nBy breaking down financial markets into individual niches and micro-specialisms, Selby Jennings powers a knowledge-led model, delivering global solutions into local markets. Every consultant is an expert in their field. Structuring our teams to mirror the demands of our clients and candidates, we identify, qualify and present the highest caliber candidates, as well as identifying the best market opportunities for leading finance professionals.\r\n\r\nWe work in partnership with clients to tailor-make a suitable search model based on the type of assignment and client service level requirements, adopting a bespoke combination of solutions to ensure optimum reach into the active and passive market places.\r\n\r\nFrom our offices around the world, we recruit beyond international boundaries, pro-actively sourcing the best talent in the industry. Across contingent, retained, and project solutions, our service is unrivaled; speaking to our level of service provision, search accuracy, and flexibility.