About the company
Selby Jennings are proud to be a leading specialist recruiter in financial sciences & services. Founded in 2004, we help solve the number one challenge: talent. Today, we provide permanent, contract and multi-hire recruitment solutions across specialist sectors including risk management, private wealth management, legal and compliance, investment management, quantitative analytics, financial technology, investment banking, insurance and actuarial, and sales and trading.
Job Summary
Responsibilities:
šConduct in-depth quantitative research using alternative data to identify and validate trading signals šCollaborate with team members to integrate innovative data sets, including but not limited to satellite imagery, foot traffic, web traffic, health care data, and freight information
Qualifications:
šMinimum of 5 years of experience in a quantitative research role, preferably within hedge funds or discretionary/fundamental shop šProven track record of using alternative data to generate systematic trading signals šStrong analytical and programming skills (experience with Python or R) šAbility to work collaboratively in a fast-paced, high-performance environment
