Equity Quantitative Researcher - Selby Jennings
Listed on 2026-02-20
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Finance & Banking
Data Scientist, Mathematics
An under-the-radar, research-driven quantitative hedge fund with a 10+ year history of market out performance is looking to hire an Equity Quantitative Researcher in the NYC area. As the firm continues to expand its systematic equities platform, this role offers the opportunity to work on intellectually rigorous projects with real PnL impact in a low‑bureaucracy, high‑standards environment.
The firm takes pride in its open, research-driven culture, bringing together team members from top academic institutions and elite buy-side and sell-side backgrounds. Quantitative Researchers are encouraged to independently own and develop alpha projects end-to-end, while also working collaboratively with the broader research team to contribute to a team run portfolio.
The ideal candidate for this role will have:
- A minimum 1 year of QR experience (buyside is preferred but the team is flexible)
- Rigorous mathematical and statistical modeling skills
- Strong data cleaning and analysis experience
- Python coding
- STEM degree (top universities, open to BS, MS or PhD)
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