full-time
Quantitative Researcher, Portfolio Construction
Selby Jennings
- Employer
- Selby Jennings
- Location
- New York
- Working pattern
- on-site
- Salary
- $200,000–$400,000 / year
About the role
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, performance attribution, and positioning, and build scalable Python tools that turn quantitative insights into actionable investment recommendations. Requires 2–5 years of experience in quantitative research, portfolio construction, portfolio analytics, risk modeling, or a related investment function, along with strong Python programming skills and experience with large datasets. Candidates should understand equity markets and quantitative investment processes, have experience with portfolio optimization, factor models, attribution, analytics, or risk management, and possess an advanced degree or strong academic background in a quantitative field.