Key Responsibilities:

1. Develop and implement systematic equity trading strategies using statistical and machine learning techniques.
2. Conduct alpha research, backtesting, and risk analysis to enhance portfolio performance.
3. Analyze large-scale financial datasets to identify predictive signals and inefficiencies.
4. Collaborate with Portfolio Managers, traders, and engineers to integrate models into the trading framework.
5. Optimize execution strategies and market impact models for improved trade efficiency.
6. Develop and maintain robust research infrastructure, leveraging cloud computing and high-performance databases.
7. Stay updated on academic research, market trends, and regulatory changes to refine models and strategies.
8. Work in a fast-paced environment, balancing innovation with practical deployment in live trading.

Qualifications:

• Advanced degree (PhD/MSc) in a quantitative field (Math, Physics, CS, Engineering, etc.).
• Strong programming skills in Python, C++, or kdb+/Q.
• Experience with statistical modeling, machine learning, or high-frequency data analysis.
• Prior experience in equities quant research or trading preferred.

Selby Jennings is a Trading Style of Phaidon International (License number R24119768)

All applications applied through our system will be delivered directly to the advertiser and privacy of personal data of the applicant will be ensured with security.