Selby Jennings
Currently partnered with a tier one hedge fund looking to expand headcount as they continue to build out their systematic equities business. The fund is looking to expand in both medium & high frequency equity trading with a few seats open on existing teams for individuals specializing in statistical arbitrage & cash equity strategies. These new hires will be tasked with end-to-end development/implementation of said equity strategies. Further responsibilities & requirements below.
Responsibilities: Alpha research, backtesting, and implementation of stat arb/cash equity strategies Conduct research across multiple regions including US, Europe, & Japan Perform innovative research to discover systematic anomalies in equity markets Portfolio optimization, execution analysis, and code review
Requirements Minimum 4 years of experience in a quant research seat developing systematic stat arb or cash equity strategies (ideally within a hedge fund or proprietary trading firm) Must have experience developing short/medium term alpha signals (minutes up to 5 days max) MS or PhD degree in a STEM subject (physics, statistics, mathematics, computer science or engineering) Ability to conduct computational research Strong programming skills in Python or C++ is required
Desired Skills and Experience
Currently partnered with a tier one hedge fund looking to expand headcount as they continue to build out their systematic equities business. The fund is looking to expand in both medium & high frequency equity trading with a few seats open on existing teams for individuals specializing in statistical arbitrage & cash equity strategies. These new hires will be tasked with end-to-end development/implementation of said equity strategies. Further responsibilities & requirements below.
Responsibilities: - Alpha research, backtesting, and implementation of stat arb/cash equity strategies - Conduct research across multiple regions including US, Europe, & Japan - Perform innovative research to discover systematic anomalies in equity markets - Portfolio optimization, execution analysis, and code review
Requirements - Minimum 4 years of experience in a quant research seat developing systematic stat arb or cash equity strategies (ideally within a hedge fund or proprietary trading firm) - Must have experience developing short/medium term alpha signals (minutes up to 5 days max) - MS or PhD degree in a STEM subject (physics, statistics, mathematics, computer science or engineering) - Ability to conduct computational research - Strong programming skills in Python or C++ is required
Responsibilities: Alpha research, backtesting, and implementation of stat arb/cash equity strategies Conduct research across multiple regions including US, Europe, & Japan Perform innovative research to discover systematic anomalies in equity markets Portfolio optimization, execution analysis, and code review
Requirements Minimum 4 years of experience in a quant research seat developing systematic stat arb or cash equity strategies (ideally within a hedge fund or proprietary trading firm) Must have experience developing short/medium term alpha signals (minutes up to 5 days max) MS or PhD degree in a STEM subject (physics, statistics, mathematics, computer science or engineering) Ability to conduct computational research Strong programming skills in Python or C++ is required
Desired Skills and Experience
Currently partnered with a tier one hedge fund looking to expand headcount as they continue to build out their systematic equities business. The fund is looking to expand in both medium & high frequency equity trading with a few seats open on existing teams for individuals specializing in statistical arbitrage & cash equity strategies. These new hires will be tasked with end-to-end development/implementation of said equity strategies. Further responsibilities & requirements below.
Responsibilities: - Alpha research, backtesting, and implementation of stat arb/cash equity strategies - Conduct research across multiple regions including US, Europe, & Japan - Perform innovative research to discover systematic anomalies in equity markets - Portfolio optimization, execution analysis, and code review
Requirements - Minimum 4 years of experience in a quant research seat developing systematic stat arb or cash equity strategies (ideally within a hedge fund or proprietary trading firm) - Must have experience developing short/medium term alpha signals (minutes up to 5 days max) - MS or PhD degree in a STEM subject (physics, statistics, mathematics, computer science or engineering) - Ability to conduct computational research - Strong programming skills in Python or C++ is required