full-time
Quantitative Researcher
Selby Jennings
- Employer
- Selby Jennings
- Location
- San Francisco
- Working pattern
- on-site
- Salary
- $175,000–$225,000 / year
About the role
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 construction frameworks, and build scalable research tools in collaboration with investment teams. An advanced degree in a quantitative discipline is preferred, along with at least three years of research experience in asset management, hedge funds, or systematic investment platforms. Candidates should have strong equity-market and quantitative research knowledge, experience with factors, forecasting, portfolio construction, risk and attribution, proficiency in Python, and the ability to communicate quantitative concepts clearly.