Equity Quant Researcher - MFT

Selby Jennings
New York, US
On-site

Job Description

A Tier-One Trading Firm in NYC is looking for an Equity Quant Researcher to join a large Mid-Frequency Team build underway. The incoming Quant Researcher will work in a 20-person team comprised of skilled QRs and QDs and build out end-to-end systematic strategies across global equity exchanges with holding periods targeting intraday (seconds/minutes/hours) to several days.

The group is led by a veteran QR who is intentional in bringing on collaborative members with a variety of skills to provide complementary coverage in the group. The group boasts impressive research and trading infrastructure to support strategy research, a wide array of market/fundamental/alternative datasets for signal work and centralized teams to support QRs throughout the research lifecycle.

The ideal candidate will have:

  • 3+ years experience working on equity alpha research (open to US, APAC or EU markets)
  • Advanced mathematical modeling skills
  • Advanced statistical modeling skills (experience leveraging ML techniques is a plus but not required)
  • Strong CS fundamentals (Python and/or C++)
  • Desire to work in a collaborative team

Skills & Requirements

Technical Skills

Equity alpha researchMathematical modelingStatistical modelingMachine learningPythonC++Collaborative teamCommunicationTeamworkProblem-solvingAttention to detailTime managementEquity quant researchMid-frequency trading

Employment Type

FULL TIME

Level

senior

Posted

4/29/2026

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