Lead Quantitative Execution Researcher at Selby Jennings

A $3bbn systematic hedge fund is looking to add a Quantitative Execution Researcher to the team. This person would lead the efforts in conducting transaction cost analysis and performing other execution-related research while also contributing to short term alpha generation. The ideal candidate would have 4+ years of experience with being hands-on with execution, some exposure to alpha research, and a strong academic background. This is an excellent opportunity to have a very impactful role within an elite team of a growing firm.

Qualifications:

• Advanced degree in a quantitative field, PhD preferred in hard sciences (i.e. physics, mathematics, computer science)
• 4+ years of execution research or trading experience at a top tier financial institution
• Experience with alpha research and generation a strong plus
• Software engineering background a plus
• Expert in Python