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Quant Researcher - Monetization - Selby Jennings

Selby JenningsLondon🇬🇧United KingdomPosted 24 Sept 2026

Why This Role Stands Out

This hybrid role offers exceptional career growth within a top-tier global hedge fund, allowing you to refine your quantitative research skills and directly impact alpha monetization. You'll thrive here if you possess a strong quantitative background and a passion for optimizing trading strategies, contributing to a collaborative and innovative environment. Don't miss this chance to elevate your career with cutting-edge resources and a focus on impactful research.

Quick Overview

Seniority
Mid Senior
Employment type
Full Time
Work mode
Hybrid
Location
London, United Kingdom
Posted
14 hours ago
PythonRisk Management

Job Description

A team at a leading $20Bn+ global hedge fund is seeking a Quantitative Researcher to join a high-performing systematic trading group focused on alpha monetisation and portfolio optimisation.

The team is open to candidates from a range of systematic backgrounds, including equities, futures, macro, multi-asset, or statistical arbitrage, provided they have demonstrated experience improving signal monetisation, portfolio construction, execution, or risk-adjusted returns.

The hedge fund provides world-class technology, data, and research infrastructure, enabling researchers to focus on generating alpha and efficiently scaling strategies into production.


Responsibilities
  • Conduct research focused on improving monetisation of systematic trading signals.
  • Develop portfolio construction, capital allocation, and risk management frameworks to maximise risk-adjusted returns.
  • Analyse signal interactions, capacity constraints, turnover, transaction costs, and execution dynamics.
  • Collaborate closely with Portfolio Managers, Quantitative Researchers, and Technology teams to deploy strategies into production.
  • Contribute to the ongoing enhancement of research infrastructure, modelling frameworks, and portfolio analytics.

Requirements
  • 2-10 years of experience in quantitative research at a hedge fund, proprietary trading firm, asset manager, or systematic investment team.
  • Demonstrated experience monetising alpha signals through portfolio construction, optimisation, execution, or risk modelling.
  • Strong understanding of systematic investment processes and the drivers of strategy performance.
  • Advanced degree in Mathematics, Physics, Statistics, Computer Science, Engineering, Economics, or a related quantitative discipline.
  • Strong programming skills in Python and experience working with large financial datasets.
  • Excellent analytical and problem-solving skills with the ability to operate in a collaborative, fast-paced environment.

If interested, please apply via the link. Due to the high volume of applications, additional time may be needed for suitable applicants to receive a response.


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