Selby Jennings is seeking a Quantitative Researcher to join a high-performing systematic trading group focused on alpha monetisation and portfolio optimisation. The role welcomes candidates from equities, futures, macro, multi-asset, or statistical arbitrage backgrounds with demonstrated experience improving signal monetisation and risk-adjusted returns.
The team offers world-class technology, data, and research infrastructure to scale strategies into production and focuses on collaboration with
#J-18808-Ljbffr
Quant Researcher: Alpha Monetisation & Portfolio Risk 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.
