Direct message the job poster from Selby Jennings

A leading hedge fund continues to improve their returns on their $28bn of assets through expansion in their core systematic equities business. More details below.

Key Responsibilities

• Develop and enhance equity trading strategies using statistical and machine learning techniques.
• Conduct alpha research, backtesting, and optimization to improve portfolio performance.
• Analyze large datasets to uncover actionable insights and inefficiencies in equity markets.
• Collaborate with portfolio managers, traders, and developers to implement research findings.
• Continuously refine models and signals to adapt to changing market conditions.

Requirements

• PhD or Master's in a quantitative field (Mathematics, Statistics, Computer Science, Physics, etc.).
• Proven experience in equity markets, ideally within a hedge fund, asset manager, or propri...