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For Companies At a Glance
- Tasks: Build and optimise trading models while enhancing alpha signals using machine learning.
- Company: Join a leading global systematic hedge fund with a strong research team.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Why this job: Make a real impact on trading efficiency and portfolio performance in a collaborative setting.
- Qualifications: 2-8 years in quant research or trading, strong Python skills, and ML experience.
- Other info: Work closely with PMs across the globe for a truly international experience.
The predicted salary is between 48000 - 72000 £ per year.
Overview
Hiring: Quantitative Researcher - Mid‑Frequency / Intraday Equities (London)
I'm currently partnering with a leading global systematic hedge fund that is expanding its central research group and looking for an experienced Quantitative Researcher (2-8 years) to join a high‑impact, technically strong team. This centralised team works closely with PMs and researchers across the US, Europe, and APAC, giving you visibility across execution, portfolio construction, and alpha blending. Your work will directly influence efficiency, slippage reduction, and PnL improvements across the platform.
Responsibilities
- Building and optimising intraday / mid‑frequency trading models
- Improving execution and minimising trading costs
- Portfolio construction & optimisation for centralised strategies
- Enhancing and blending alpha signals using ML
Qualifications
- 2-8 years' experience in quant research, trading, execution research, or ML‑driven modelling
- Strong Python for production‑level research
- Machine learning for forecasting, signal combination, or execution modelling
- Optimisation experience (portfolio or execution)
- Background in equities + MF/ID strategies is ideal
- Strong collaboration skills to work across multiple PM teams
Quantitative Researcher - Equities employer: Selby Jennings
Contact Detail:
Selby Jennings Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher - Equities
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and quant research space. Attend industry events or webinars, and don’t be shy about introducing yourself to potential colleagues or mentors. You never know who might have the inside scoop on job openings!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your quantitative models and machine learning projects. This is your chance to demonstrate your expertise in Python and optimisation techniques. Share it during interviews or even on LinkedIn to catch the eye of hiring managers.
✨Tip Number 3
Prepare for technical interviews by brushing up on your knowledge of intraday trading strategies and execution research. Practice coding challenges and be ready to discuss your past projects in detail. We want you to feel confident and ready to impress!
✨Tip Number 4
Don’t forget to apply through our website! It’s the best way to ensure your application gets noticed. Plus, we love seeing candidates who are proactive and engaged with our platform. Let’s get you that Quantitative Researcher role!
We think you need these skills to ace Quantitative Researcher - Equities
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Quantitative Researcher role. Highlight your experience in quant research, trading, and any relevant machine learning projects. We want to see how your skills align with what we're looking for!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about equities and how your background makes you a great fit for our team. Keep it concise but impactful – we love a good story!
Showcase Your Technical Skills: Since this role involves a lot of technical work, make sure to showcase your Python skills and any experience with machine learning. We want to know how you've used these tools in your previous roles to drive results.
Apply Through Our Website: We encourage you to apply through our website for the best chance of getting noticed. It helps us keep track of applications and ensures you’re considered for the role. Plus, it’s super easy!
How to prepare for a job interview at Selby Jennings
✨Know Your Models Inside Out
Make sure you can discuss your previous work on trading models in detail. Be prepared to explain the algorithms you've used, how you optimised them, and the impact they had on execution and PnL. This shows your depth of knowledge and ability to contribute to their central research group.
✨Brush Up on Python and ML Techniques
Since strong Python skills are a must, ensure you're comfortable discussing your coding experience. Bring examples of how you've applied machine learning in your past roles, especially in forecasting or signal combination. This will demonstrate your technical prowess and relevance to the role.
✨Understand Their Strategies
Research the hedge fund's approach to mid-frequency and intraday trading. Familiarise yourself with their portfolio construction methods and alpha blending techniques. Showing that you understand their strategies will help you stand out as a candidate who is genuinely interested in the position.
✨Highlight Collaboration Skills
Given the emphasis on working across multiple PM teams, be ready to share examples of how you've successfully collaborated in the past. Discuss any challenges you faced and how you overcame them, as this will illustrate your teamwork abilities and adaptability in a dynamic environment.
