Quantitative Research - PhD / Postdoc Entry

A highly collaborative systematic hedge fund are expanding and looking for more quant researchers and developers for their London office. See more detail below.

Responsibilities

• Conduct original research to identify alpha-generating signals across global markets.
• Design, implement, and backtest systematic trading strategies using large-scale datasets.
• Collaborate closely with other researchers, data scientists, and engineers in a flat, transparent environment.
• Develop and refine statistical models and machine learning techniques for financial prediction.
• Contribute to the continuous improvement of research infrastructure and tools.
• Present findings and insights to the broader team in regular research forums.

Requirements

• PhD in a quantitative discipline (e.g., Mathematics, Physics, Computer Science, Statistics, Engineering, Economics).
• Strong programming skills in Python or C++ (experience with pandas, NumPy, scikit-learn, or similar libraries is a plus).
• Deep understanding of statistical modelling, machine learning, or optimization techniques.
• Demonstrated ability to conduct independent research and communicate results clearly.
• Curiousity on financial markets and systematic investing (prior experience not required).
• Collaborative mindset with a desire to work in a high-performance, team-oriented culture.

If there is any interest, please reach harry.moore(at)selbyjennings.com