Selby Jennings
Quantitative Research & Trading Consultant @ Selby Jennings
I'm working with a global multi-strategy quantitative investment group looking to onboard a Quantitative Researcher to drive mid‑horizon alpha discovery and production. The opportunity is centered around strategies designed within intraday to few‑day holding periods, deployed in a highly systematic manner across macro (futures, FX).
Responsibilities
Own the research lifecycle from end‑to‑end: 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 hands‑on experience in a systematic QR or quant research capacity focused on macro or multi‑asset is a must.
Track record of discovering mid‑horizon alpha (intraday/few‑day 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; time‑series modeling, hypothesis testing, bootstrap/resampling, model selection, cross‑validation for dependent data, robust regression, and techniques to handle non‑stationarity.
Base pay range $200,000.00/yr - $250,000.00/yr
Seniority level Mid-Senior level
Employment type Full-time
Job function Finance and Research
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Responsibilities
Own the research lifecycle from end‑to‑end: 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 hands‑on experience in a systematic QR or quant research capacity focused on macro or multi‑asset is a must.
Track record of discovering mid‑horizon alpha (intraday/few‑day 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; time‑series modeling, hypothesis testing, bootstrap/resampling, model selection, cross‑validation for dependent data, robust regression, and techniques to handle non‑stationarity.
Base pay range $200,000.00/yr - $250,000.00/yr
Seniority level Mid-Senior level
Employment type Full-time
Job function Finance and Research
#J-18808-Ljbffr