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...
Conduct original quantitative research to identify and develop profitable statistical arbitrage signals across global equities and related asset classes.Design, test, and implement predictive models using large-scale financial, alternative, and proprietary datasets.Develop robust alpha signals, risk models, and portfolio construction methodologies....
A leading global systematic trading firm is looking for a Quantitative Researcher to join its Central Execution Team in New York, working alongside a global research team focused on protecting and enhancing alpha at the point of execution.This is a research-heavy, high-impact role sitting at the intersection of market impact modeling, transaction c...
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We are working with an AI-native, market-neutral equity fund that has taken a different approach to growth. Instead of simply scaling headcount, the firm is building AI that can run large parts of the quantitative research process itself. This is already being used in production today, rather than sitting on a future roadmap.The firm is now looking...
A well regarded options market maker here in Chicago is seeking an experienced quantitative trader to help build and scale its equity options business. The firm has a strong track record across multiple asset classes and is now focused on expanding its platform with fresh strategies and new ideas. As a lean and highly collaborative organization the...
Quantitative Data Engineer - Fixed Income and Mortgages The Quantitative Data Engineer partners closely with Quantitative Research and is responsible for the end-to-end data workflow that supports loan-level and structured credit modeling. This role owns data acquisition, feature generation, model inputs, and production-ready datasets used across q...
Selby Jennings partners with hedge funds, banks and trading houses to connect with quant researchers, data scientists, modelers and algorithmic traders in mission‑critical roles.
Whether you specialise in machine‑learning models, energy market analytics, crypto market making or quant strategy, we’ll match your expertise with firms at the forefront of quantitative finance. Discover opportunities that let you innovate and grow in this dynamic field.