Conduct quantitative research and analyze complex datasets to support investment selection, portfolio construction, risk management, and portfolio monitoring. Develop models and scalable research tools, collaborate with…
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Jobs at Selby Jennings
12 current jobs at Selby Jennings.
Current opportunities
Search all jobsConduct quantitative research and develop predictive signals and systematic investment strategies across global macro markets, using financial, economic, and alternative datasets. Build and validate statistical and mach…
Research and develop statistical arbitrage signals, predictive models, risk models, and portfolio construction methods for global equities and related asset classes. Collaborate with investment and technical teams to de…
Develop systematic macro trading strategies across FX, rates, credit, and commodities by researching economic signals and modeling cross-asset relationships and regime shifts. Generate and integrate predictive signals i…
Lead credit execution research on liquidity, market impact, counterparty selection, portfolio trading, execution protocols, and transaction cost analysis, developing quantitative models to improve trading outcomes. Part…
Analyze large datasets using statistical and machine learning methods to identify and combine alpha signals for global equity markets, primarily U.S. equities. Develop mid-frequency statistical arbitrage signals and str…
Research, develop, backtest, and implement quantitative signals and alpha factors for systematic equity strategies, using large datasets and statistical and machine learning techniques. Monitor live strategy performance…
Develop predictive equity-market signals and statistical or machine-learning models using fundamental, market, and alternative datasets. Build rigorous research and testing frameworks, then collaborate with investors an…
Partner with portfolio managers and investment teams to develop portfolio construction frameworks, optimization tools, and analytics for fundamental equity strategies. Research portfolio risk, factor exposures, performa…
Develop, test, and deploy machine learning and deep learning models to identify predictive signals and generate alpha across global financial markets. Conduct rigorous research using large and alternative datasets, buil…
Research alpha signals, factor models, stock-return drivers, and market anomalies, evaluating their economic rationale and robustness across market conditions. Analyze portfolio performance and risk, develop portfolio c…
Develop machine learning and deep learning models to identify predictive patterns in financial data, and lead research from idea generation through model development, validation, and implementation. Work with large-scal…