Quantitative Researcher - Execution | Elite Systematic Team at Selby Jennings Boston, MA

Selby Jennings
Boston, US
On-site

Why this role

Pace
Fast Paced
Collaboration
High
Autonomy
Medium
Decision Impact
Company
Role Level
Individual Contributor

What success looks like

  • trading cost model ownership
  • execution quality monitoring
  • market microstructure expertise
Typical background
quantitative tradingexecution quants

Transferable backgrounds

Skills & requirements

Required

quantitative researchmarket microstructuretrading cost modelsexecution quality monitoring

Preferred

portfolio optimizationalpha-generation projects

Stack & domain

PythonC++RSqlCollaborationProblem-solvingQuantitative financeMarket microstructureTrading

About the role

A highly successful, quantitative trading team is seeking to add a Quantitative Researcher to its execution and portfolio implementation team. Founded in the mid-2010s, this firm has quietly built one of the strongest track records in systematic equities, delivering consistent, high-Sharpe performance every year since inception. The team is intentionally small, extremely collaborative, and manages a very large amount of capital per employee, offering rare exposure to true P&L impact at scale. This is not a model-research seat. This role sits at the intersection of portfolio construction,…

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