Quant Researcher – Selby Jennings

About the Firm

Our client is a distinguished multi-strategy hedge fund managing approximately $5 billion in assets. Renowned for its cutting-edge technology and high-performance infrastructure, the firm consistently delivers exceptional returns across a diverse range of asset classes. Their commitment to innovation and precision execution sets them apart in the global financial landscape.

Culture and Environment

The firm operates on a meritocratic foundation, attracting top-tier quantitative researchers and portfolio managers. It fosters a culture of intellectual curiosity, collaboration, and excellence. The work environment encourages open dialogue, continuous learning, and the transformation of bold ideas into effective trading strategies. Team members thrive in a fast-paced, dynamic setting where innovation and performance go hand in hand.

The Opportunity: Quant Researcher – Closing Auctions

Our client is seeking an experienced Quantitative Researcher with expertise in end-of-day closing auction strategies. As a key member of a high-performing statistical arbitrage team, you will apply advanced quantitative techniques to design and implement trading models that capitalize on auction dynamics and deliver strong risk-adjusted returns.

Key Responsibilities

Develop and deploy advanced trading strategies focused on closing auctions across global markets.
Optimize execution of large orders during auction periods, minimizing market impact and leveraging predictable price behavior.
Collaborate with portfolio managers to integrate auction-based strategies into broader trading frameworks, informed by market microstructure insights.
Continuously monitor and analyze auction market conditions to refine algorithms and enhance performance.
Stay informed on academic and industry research to incorporate cutting-edge methodologies into strategy development.

Candidate Profile

Ph.D. or Master’s degree in a quantitative discipline such as Mathematics, Statistics, Physics, Computer Science, or Computational Finance.
Proven experience in quantitative research and strategy development for opening/closing auctions, ideally within a multi-strategy hedge fund or proprietary trading firm.
Strong programming skills in Python, R, or C++, with expertise in data analysis and algorithmic modeling.
Demonstrated ability to work with large datasets and apply machine learning techniques to trading strategy development.
Exceptional analytical and problem-solving abilities, with a data-driven approach to decision-making.
High ethical standards and a commitment to maintaining the firm’s reputation and integrity.