Selby Jennings · 4 days ago
Quant Researcher - Equities
New York, NY
Full-time
Onsite
Entry, Mid Level
$200K/yr - $400K/yr
2+ years expSelby Jennings is partnering with a leading global multi-strategy investment firm to hire a Quant Researcher specializing in intraday global equities. The role involves conducting quantitative research to design and refine systematic trading strategies while collaborating with portfolio managers and traders to integrate insights across assets.
BankingEmploymentRecruiting
Responsibilities
Conduct quantitative research to design, test, and refine intraday alpha signals and systematic strategies in global equities
Analyze market microstructure, order book behavior, and short‑horizon price dynamics to identify repeatable patterns
Develop research frameworks for feature engineering, model evaluation, and robust statistical validation
Collaborate with PMs, traders, and other researchers across the multi‑strat platform to identify new opportunities and integrate cross‑asset insights
Contribute to the full research lifecycle from idea generation to deployment and ongoing monitoring
Qualification
Required
2-5 years of experience in quantitative research, systematic equities research, or intraday strategy development
Demonstrated experience generating or contributing to alpha signals or intraday predictive models
Strong programming skills in Python and/or C++
Solid understanding of global equities market microstructure and short‑horizon modeling
Experience working with high‑resolution market data (e.g., tick, order book, trade and quote data)
Company
Selby Jennings
Global recruitment firm specialising in Banking
1001-5000 employees
Funding
Current Stage
Late StageRecent News
Business Insider
2025-09-30
2025-07-10
Seattle TechFlash
2025-05-03
Company data provided by crunchbase