Quantitative Researcher: Mid-Long Horizon Alpha Signals
Selby Jennings
Selby Jennings seeks a Quantitative Researcher for a leading hedge fund in New York. The role focuses on identifying and developing alpha signals in global equities withholding periods of days to weeks. You will leverage alternative datasets to uncover predictive relationships and drive portfolio performance. The candidate will generate ideas, test models, and work with PMs to deploy strategies, requiring deep expertise in Python, statistics, and empirical research. #J-18808-Ljbffr Selby Jennings
Vacancy posted 5 days ago
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