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:
📍Working on ongoing alpha research projects in the futures and FX space 📍Researching, developing, and participating in the full process of alpha modeling 📍Be involved in data scouting, hypothesis generation, back-testing, and production modeling 📍Will sit in the NYC office alongside 2-3 other researchers (Hybrid flexibility available)
Requirements
📍3-5 years experience in the systematic trading space with a focus on mid frequency or intraday strategies 📍Experience working with Bonds, FX, and Equity indexes (Spot/Futures) 📍Masters or PhD in a quantitative field such as Physics, Applied Mathematics, Statistics or Computer Science 📍Strong development experience in Python 📍Highly motivated with experience in modeling large amounts of data
