Data-Driven Equity Quantitative Analyst

7 days ago


New York, New York, United States Selby Jennings Full time

Based in the heart of NYC, Selby Jennings is capitalizing on its success by expanding its team with a skilled Mid-Frequency Equity Quant Researcher. The group consists of talented researchers and engineers from top-tier funds who have developed equity state arbitrage systems focusing on mid-frequency trading (days-weeks). This team has been operational for several years with the necessary resources to tackle ambitious projects exploring new holding periods, datasets, and machine learning approaches to systematic investing.

The team is led by an experienced professional in the hedge fund industry who fosters an open environment where researchers can develop optimal strategies through collaboration. As the team grows, they seek an individual with:

  • 2+ years of experience in generating alpha for single-name equities
  • Experience working with fundamental and alternative datasets
  • Proficiency in applying machine learning methods to noisy data
  • An advanced STEM degree
  • A strong desire to work in a team environment
  • Excellent communication skills

In this role, you will have the opportunity to contribute to the development of innovative investment strategies and collaborate with a talented team of researchers and engineers. With a competitive salary range of $150,000 - $200,000 per year, plus additional benefits, you will be well-compensated for your expertise and hard work.



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