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Macro Credit Quant Researcher – Alpha Signals
Job in
New York, New York County, New York, 10261, USA
Listed on 2026-08-08
Listing for:
Selby Jennings
Full Time
position Listed on 2026-08-08
Job specializations:
-
Finance & Banking
Credit Analyst, Risk Manager/Analyst, Data Scientist
Job Description & How to Apply Below
Selby Jennings is seeking a Quantitative Researcher for Macro Credit and TBA Alpha to drive alpha research across mortgage and structured credit markets. You will develop and implement systematic and discretionary research initiatives spanning agency and non-agency MBS, ABS, RMBS, CMBS, and TBA markets.
The role offers autonomy, ownership of ideas, and direct impact on portfolio construction. Responsibilities include generating alpha signals, building predictive models, backtesting, risk
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