Quantitative Researcher Job at Selby Jennings, New York, NY

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  • Selby Jennings
  • New York, NY

Job Description

We are seeking a highly skilled Quantitative Researcher to join a dynamic team of discretionary long/short equity portfolio managers. This is a strategic, risk-focused role that sits at the intersection of quantitative modeling, portfolio construction, and fundamental investing.

This position is ideal for someone who thrives in a collaborative, high-performance environment and is passionate about applying quantitative techniques to support real-world investment decisions. You will work directly with PMs to optimize portfolio construction, manage risk exposures, and translate complex quantitative insights into actionable strategies.

This is not a traditional alpha-generating quant role. Instead, it is a front-office risk and analytics position with high visibility and direct impact on portfolio outcomes. The successful candidate will possess a strong understanding of equity markets, long/short strategies, and factor modeling, along with excellent communication skills and the ability to work seamlessly with discretionary investors.

Key Responsibilities

  • Collaborate with discretionary PMs to design and implement portfolio construction frameworks that align with investment objectives.
  • Optimize capital allocation across strategies, sectors, and risk factors using quantitative techniques.
  • Ensure portfolios are structured to achieve desired exposures while minimizing unintended risks.
  • Develop and maintain custom risk factor models tailored to discretionary long/short equity strategies.
  • Integrate third-party models (e.g., Axioma, BARRA) with proprietary analytics to enhance risk visibility and decision-making.
  • Monitor factor exposures and provide real-time feedback to PMs on portfolio sensitivities and potential adjustments.
  • Serve as a bridge between quantitative research and discretionary investing teams.

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