full-time
Quant Researcher - Monetization
Selby Jennings
- Employer
- Selby Jennings
- Location
- London
- Working pattern
- on-site
About the role
Research ways to improve the monetization of systematic trading signals and develop portfolio construction, capital allocation, and risk management frameworks that maximize risk-adjusted returns. Analyze signal interactions, capacity, turnover, transaction costs, and execution, and collaborate with portfolio managers, researchers, and technology teams to deploy strategies and improve research infrastructure. Requires 2–10 years of quantitative research experience in a hedge fund, proprietary trading firm, asset manager, or systematic investment team, with demonstrated experience monetizing alpha through portfolio construction, optimization, execution, or risk modeling. Candidates need an advanced degree in a quantitative discipline, strong Python programming skills, experience with large financial datasets, and excellent analytical and collaborative abilities.