Part of Phaidon International
Part of Phaidon International
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The team trades at sub-second to intraday horizons across Asian equity markets, where signal decay is fast, capacity is tightly constrained and execution quality is inseparable from alpha. This is a seat for a researcher who can build predictive models under hard latency and microstructure constraints - and see them go live quickly.Key Responsibili...
We are partnered with a leading multi-manager investment platform, is seeking a Quantitative Researcher to join a front-office team focused on rates derivatives and macro markets. Working directly alongside portfolio managers, this individual will be responsible for developing pricing models, volatility analytics, and research tools that support in...
Sr. Quantitative Researcher - Delta One Credit StrategiesA leading multi-strategy investment firm is expanding a high-impact Credit Volatility PM team and looking to add a Quantitative Researcher.This successful Credit Options-focused team is scaling into systematic delta-one and quantitative macro credit strategies, building on an existing options...
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Microstructure/TCA Quantitative ResearcherWe are seeking a Quantitative Researcher to join a systematic equities team focused on transaction cost analysis (TCA), market microstructure research, and execution strategy development. The role will involve researching and improving order execution algorithms across cash equities and equity futures, with...
We are currently partnered with a leading multi-manager hedge fund, who is seeking a Quantitative Researcher to join a systematic equities team in New York. This individual will be responsible for researching, developing, and enhancing alpha-generating investment strategies, working closely with portfolio managers, researchers, and technologists in...
A very profitable Quant Equities team embedded in a Tier-One Quant Fund in NYC is looking for an Equity Quantitative Research skilled in utilizing alternative datasets for systematic strategy development. The existing group focuses on mid-frequency horizons (days/weeks) with plans to push into global equity markets next year. The incoming QR will ...
Selby Jennings offers a wide range of quantitative research jobs across hedge funds, investment banks, proprietary trading firms, and fintech companies. Employers we partner with seek experts in statistical modelling, machine learning, and algorithmic strategy development. Whether you're a quant analyst, data scientist, or research lead, we connect you with roles that match your technical skills and career goals.
Explore opportunities in alpha generation, high-frequency trading, and predictive analytics. Advance your career in quantitative finance with Selby Jennings.