Quantitative Researcher - Equities Monetization - Selby Jennings

A long-standing, top-tier Quantitative Hedge Fund in NYC is looking for a Monetization Quant Researcher to join their equities business. The incoming QR will work in a collaborative team comprised of exceptional academics and industry veterans to spearhead a versatile research agenda comprised of alpha signal combination, portfolio optimization, signal construction and alpha/portfolio allocations.

The overall team commands high visibility within the firm given their impact on overall PnL. While the fund prioritizes exceptional technical capabilities and a demonstrated track-record in high impact research, culture remains one of their most key assets. The ideal candidate for the role will have:

• Deep understanding of statistics and portfolio construction techniques.
• Well versed in market impact and ways to consider this when deploying high capacity strategies in equity markets.
• Exceptional Python coding, as well as associated packages for data
• Ability to work with large, noisy datasets
• STEM degree (MS or PhD strongly preferred)