Systematic Execution Quant

1 month ago


London, United Kingdom Selby Jennings Full time

A Senior Portfolio Manager at a top-tier hedge fund in London is seeking a Systematic Execution Quant Researcher to join their Equities Pod.


Key Responsibilities:

  • Lead research and development projects focused primarily on execution strategies within cash equities
  • Collaborate with the PM on Trading Cost Analysis (TCA) to align with cost models


Desired Technical Skills:

  • Proficient in Python
  • Hands-on experience with execution across various exchanges
  • Experience in live trade monitoring
  • Bachelor’s degree or higher in a quantitative discipline (e.g., Applied Mathematics, Statistics, Computer Science) from a top-tier university
  • Strong skills in abstract reasoning and problem-solving
  • Familiarity with reinforcement learning techniques


Preferred Experience:

  • 2+ years of quantitative research experience, specialising in systematic equities


Highly Sought-After Experience:

  • Proven background in developing, testing, and deploying high-frequency trading signals
  • A motivated, curious, and proactive individual who thrives in a collaborative team setting


If you are interested in this role, please send your CV/Resume to:

-> Callan.Russell@SelbyJennings.com



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