Quantitative Portfolio Researcher

This new hire will work alongside the senior portfolio manager on the entire investment process, from idea generation to back testing for systematic equity strategies. This individual will also be tasked with exploring & analyzing a large variety of datasets in order to build predictive models which will be deploy to the investment process. ...

Quantitative Researcher - US Equities | NYC A top systematic trading pod is looking to add an experienced quant researcher to the team. This team leverages alternative and fundamental data to develop systematic strategies within the US Equities space. This is an excellent opportunity for an experienced individual to take the next step in their career and...

My client is a leading quantitative hedge fund with offices across Europe, North America and Asia. Their teams trade all traditional asset classes and cover a mix of HFT, Stat Arb, Quant Macro, and Event-Driven strategies. The firm is looking for Junior Quantitative Researchers to be responsible for end-to-end strategy research, in collaboration with other...

Job Title: Execution Quantitative Researcher - FX/Futures Location: New York (4 days in-office, Monday- Thursday) Compensation: Total compensation ~ $250K Firm: $14B AUM Hedge Fund Overview: A leading $14B AUM hedge fund is seeking an Execution Quantitative Researcher to join its New York City office. The ideal candidate will have 2-3 years of experience...

Principal Responsibilities: Working alongside the PM on developing trading strategies, with a primary focus on: idea generation, data gathering and research/analysis, model implementation and backtesting for systematic equities strategies Combine sound financial insights and statistical learning techniques to explore, analyze, and harness a large variety of...

My client is a leading proprietary trading firm and market maker which is expanding their eFX team with a Quantitative Researcher/Trader. This firm can offer strong base salaries and performance based bonuses, in addition to pension, insurance, and medical benefits. This is an opportunity for an eFX Quant to join an established team and research and manage...

Quantitative Researcher - Innovative Hedge Fund A freshly established hedge fund, founded by an industry veteran with a stellar track record, is seeking a talented Quantitative Researcher with 5+ years of experience to join their growing team. This is a unique opportunity to shape the research culture and drive strategy development from the ground up,...

My client is a systematic hedge fund with offices across Europe, North America and Asia. The firm has a mandate for Quantitative Researchers who are specialised in Data Science, particularly the applications of Machine Learning, Deep Learning, Reinforcement Learning, NLP, or Computer Vision. Successful applicants will apply Data Science techniques to...

Role: Using the firms automated trading framework to research and apply strategies Using progressive statistical approaches to analyse data and ascertain opportunities for trading To build upon and develop strong understanding of market structures of the various exchanges and asset classes. Pre market - checking that all required data and processes are...

Responsibilities: Conduct alpha research on intraday, systematic, single name equity options Working collaboratively with a PM and other researchers to develop stat arb and single stock options trading strategies Working with different data sets such as market microstructure data and alt data Requirements: 4-6 years experience generating alpha for...

A portfolio manager is seeking an Alternative Data Quantitative Researcher to join a pod focused on trading consumer equity names. As part of a successful and growing team lead by an industry veteran, you will leverage alternative data to generate systematic signals, contributing directly to the investment strategies. Responsibilities: Conduct in-depth...

Cross Asset Quantitative Engineer | NYC/CT/FL A top global hedge fund with offices in New York, Connecticut and Florida is looking to add several Quantitative Researchers and Engineers to join their dynamic, cross asset, development. As a member of this team, you will be responsible for the research, development and implementation of the team's investment...

Systematic Equities - Sub Portfolio Manager New York, NY About the Client: Our client is a market-neutral, global equity multi-manager hedge fund with over $5 billion in assets under management. They are seeking an experienced Systematic Sub-Portfolio Manager, with a strong background in US Equities. The ideal candidate will have a deep understanding of...

Overview of Position:   Research and implement strategies within the firm's automated trading framework. Analyze large data sets using advanced statistical methods to identify trading opportunities. Develop a strong understanding of market structure of various exchanges and asset classes.   Typical Day:   Primary focus throughout the day is on...

You will collaborate with the entire team with the goal of providing recommendations for improving trading algorithm performance, developing methods to compare broker algo trading performance, and evaluating new technology for research and trading. Further responsibilities and requirements below: Minimum 5 years of experience with global market...

Volatility Quant Researcher - NYC Hedge Fund A top performing, NYC multi-manager hedge fund is looking to add a junior Quantitative Researcher to a small and collaborative PM pod. This team has a lengthy track record of success and is looking to grow within the equity and credit volatility products. This is an amazing opportunity for a candidate coming from...

Selby Jennings is working with an elite hedge fund with over $12 billion in AUM! The firm is best known for their discretionary macro trading and systematic strategies business. They are currently looking to bring exceptional Software Engineers/Quantitative Developers in their multi-strategy investment team that acts as their "tiger team". This is a 65...

My client is a multi-strategy hedge fund with approximately $10bn AUM. They recently launched a systematic arm to the business, and are hiring a Quantitative Developer with strong skills in Python and C++ to join the core research/trading team in either New York or London. In this position you will work on developing and implementing infrastructure for...

Discretionary FX/Rates Portfolio Manager New York, NY About the Client: Our client is a global hedge fund with more than $50bn in assets. Renowned for its outstanding performance and innovative strategies. With a track record of impressive returns, working for this fund means being part of a firm that consistently outperforms the market. The firm employs...

Fintech Startup | Senior Quantitative Developer Selby Jennings is partnered with an up-and-coming prime brokerage startup, one of the only offerings to service both traditional and digital assets. The firm is on a mission to become the leading global credit network for institutional investors. Currently, they are looking for a Senior Quantitative...