Selby Jennings
I'm working with a global multi-strategy quantitative investment group looking to onboard a Quantitative Researcher to drive midhorizon alpha discovery and production. The opportunity is centered around strategies designed within intraday to fewday holding periods, deployed in a highly systematic manner across macro (futures, FX).
Responsibilities:
~Own the research lifecycle from endtoend: ideation, data acquisition/cleaning, feature engineering, model development, backtesting, stress testing, and live deployment.
~Design systematic strategies spanning futures, FX, IRS, and CDX, selecting instruments with sufficient liquidity, reliable data, and clear operational feasibility.
~Collaborate closely with quantitative developers, portfolio managers, and execution teams to ensure strategies are scalable, monitorable, and operationally sound.
~Contribute to platform evolution: improve backtesting fidelity, alpha research tooling, and workflow productivity through reusable libraries, robust test suites, and thoughtful documentation.
~Monitor live strategies, interpret PnL drivers, diagnose performance shifts, and iterate rapidly while maintaining discipline around change control and research integrity.
Qualifications & Skills: ~3+ years of handson experience in a systematic QR or quant research capacity focused on macro or multiasset is a must. ~Track record of discovering midhorizon alpha (intraday/fewday holds) and pushing signals into production. ~Experience with macro instruments, at minimum futures and FX (exposure to IRS and CDX). ~Familiarity with execution and transaction cost modeling in macro markets; understanding of market microstructure at intraday horizons. ~A Statistics foundation is a strog plus; timeseries modeling, hypothesis testing, bootstrap/resampling, model selection, crossvalidation for dependent data, robust regression, and techniques to handle nonstationarity.
Qualifications & Skills: ~3+ years of handson experience in a systematic QR or quant research capacity focused on macro or multiasset is a must. ~Track record of discovering midhorizon alpha (intraday/fewday holds) and pushing signals into production. ~Experience with macro instruments, at minimum futures and FX (exposure to IRS and CDX). ~Familiarity with execution and transaction cost modeling in macro markets; understanding of market microstructure at intraday horizons. ~A Statistics foundation is a strog plus; timeseries modeling, hypothesis testing, bootstrap/resampling, model selection, crossvalidation for dependent data, robust regression, and techniques to handle nonstationarity.