Selby Jennings is seeking an exceptional Quant Researcher to join a collaborative, research-driven systematic investment team in London. Ideal candidates have a PhD in a quantitative field and strong programming skills (Python/C++), with experience transforming large datasets into investment insights.
You will develop predictive signals and backtest trading strategies, collaborating with researchers, PMs and engineers to move ideas into production.
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PhD Quant Researcher: Systematic Trading & AI Signals in London employer: Selby Jennings
Join a leading global platform that offers an exceptional opportunity for growth and development in the real estate M&A sector. With a collaborative and entrepreneurial team culture, you will be exposed to landmark European transactions while enjoying competitive compensation and clear progression pathways. This role not only allows you to enhance your financial modelling and analytical skills but also provides the chance to mentor junior team members, making it a truly rewarding environment for ambitious professionals.
