Selby Jennings · 1 week ago
Quantitative Researcher - Execution | Elite Systematic Team
Selby Jennings is a highly successful quantitative trading firm seeking to add a Quantitative Researcher to its execution and portfolio implementation team. The role involves optimizing and executing significant daily global equity notional, directly influencing trading costs and execution quality.
BankingHuman ResourcesEmploymentRecruiting
Responsibilities
Owning and improving trading cost models (market impact, spread, slippage, liquidity, and execution risk)
Forecasting and feeding execution costs into portfolio optimization and trading decisions
Monitoring real-time and post-trade execution quality across strategies, regions, and brokers
Identifying inefficiencies, leakage, and improvement opportunities in the trading stack
Applying market microstructure expertise to both execution and select alpha-generation projects
This is a hands-on role with direct influence over capital deployment, not a back-office analytics function
Qualification
Required
Deep understanding of market microstructure
Experience modeling transaction costs, impact, and liquidity
Ability to operate in a production trading environment
Strong coding and data-driven research instincts
Comfort working close to PMs, traders, and portfolio construction systems
Preferred
Buy-side QRs on systematic or discretionary equity trading desks
Execution quants at multi-strategy funds, quant funds, or large asset managers
High-caliber quants on sell-side trading or electronic execution desks (as a secondary preference)
Company
Selby Jennings
Global recruitment firm specialising in Banking
Funding
Current Stage
Late StageRecent News
Business Insider
2025-09-30
2025-07-10
Seattle TechFlash
2025-05-03
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