Senior Macro Quant Researcher - Alpha Signals, PnL Impact

Selby Jennings is seeking a Macro Quantitative Researcher in New York, focusing on alpha generation. The role involves researching and developing alpha signals in macro markets, applying statistical techniques, and collaborating on portfolio construction. Candidates should have over 4 years of quantitative research experience, strong Python skills, and a solid understanding of risk management. The position emphasizes teamwork and direct PnL impact, supported by an established infrastructure for systematic macro investing.