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Quantitative Researcher - Equity MFT

Selby Jennings
London
1 month ago
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A leading hedge fund continues to improve their returns on their $28bn of assets through expansion in their core systematic equities business. More details below.

Key Responsibilities

  • Develop and enhance equity trading strategies using statistical and machine learning techniques.
  • Conduct alpha research, backtesting, and optimization to improve portfolio performance.
  • Analyze large datasets to uncover actionable insights and inefficiencies in equity markets.
  • Collaborate with portfolio managers, traders, and developers to implement research findings.
  • Continuously refine models and signals to adapt to changing market conditions.

Requirements

  • PhD or Master's in a quantitative field (Mathematics, Statistics, Computer Science, Physics, etc.).
  • Proven experience in equity markets, ideally within a hedge fund, asset manager, or proprietary trading firm.
  • Strong programming skills in Python, R, or C++, with experience in numerical computing and data analysis.
  • Deep understanding of statistical modelling, machine learning, and time-series analysis.
  • Familiarity with market microstructure, factor models, and portfolio optimization.
  • A results-driven mindset with a passion for systematic investing and alpha generation.

If you are interested please reach out to harry.moore(at)selbyjennings.com

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Finance

Industries

Capital Markets


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