full-time
Sr. Quantitative Researcher - Delta One Credit Strategies
Selby Jennings
- Employer
- Selby Jennings
- Location
- New York
- Working pattern
- on-site
- Salary
- $300,000–$800,000 / year
About the role
The role focuses on researching mean reversion and trend-following signals for credit indices, ETFs, and Delta One products. The researcher will drive alpha generation using statistical and ML-driven methods and move research from idea to live production. Candidates need proven systematic research experience in macro and delta one credit products with a track record of deploying RV or momentum strategies. An advanced quantitative degree and proficiency in Python are required.