Senior Equity Stat Arb - Quantitative Researcher
Selby JenningsJob Description
- Conduct original quantitative research to identify and develop profitable statistical arbitrage signals across global equities and related asset classes. - Design, test, and implement predictive models using large-scale financial, alternative, and proprietary datasets. - Develop robust alpha signals, risk models, and portfolio construction methodologies. - Analyze market microstructure, transaction costs, and execution performance to improve strategy profitability. - Collaborate closely with portfolio managers, quantitative developers, and data engineers to productionize research. - Continuously monitor live strategies, perform performance attribution, and enhance existing models. - Research new data sources and apply advanced statistical and machine learning techniques to extract investment insights. - Contribute to the strategic direction of the platform through innovative research and thought leadership.