Selby Jennings is seeking a Quantitative Researcher / Trader to join a specialist investment team focused on event-driven and special situations opportunities.
The role combines quantitative research with a deep understanding of market events to develop scalable investment processes, backtest strategies, and collaborate with Portfolio Managers to capture alpha around corporate actions.
#J-18808-LjbffrEvent-Driven Quant Trader: Special Situations employer: Selby Jennings
Selby Jennings is an exceptional employer, offering a dynamic work culture that fosters collaboration and innovation in the heart of London. Employees benefit from extensive growth opportunities, competitive compensation, and a supportive environment that encourages professional development, making it an ideal place for those looking to make a meaningful impact in the finance technology sector.
