full-time
Stat Arb Quantitative Researcher
Selby Jennings
- Employer
- Selby Jennings
- Location
- London
- Working pattern
- on-site
About the role
Work with the Portfolio Manager and team on alpha research for systematic strategies, from idea generation through backtesting. Identify alpha signals in noisy data and contribute to the research and trading pipeline, including risk and factor modeling. An advanced degree in a quantitative field from a top-ranked university and 2–10 years of experience conducting alpha research on equity statistical arbitrage strategies are required. Candidates should be able to find alpha signals in large datasets, thrive in a fast-paced environment, and have strong coding skills in at least one of Python, R, MATLAB, C++, or C#.