Quant Researcher Job at Selby Jennings, New York, NY

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  • Selby Jennings
  • New York, NY

Job Description

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.

Job Tags

Shift work,

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