Jobs via eFinancialCareers ยท 1 day ago
Quantitative Researcher - Execution | Elite Systematic Team - Selby Jennings
Boston, MA
Full-time
Onsite
Mid, Senior LevelSelby Jennings is a highly successful quantitative equity trading firm seeking to add a Quantitative Researcher to its execution and portfolio implementation team. The role involves optimizing and executing significant daily equity trades while owning and improving trading cost models and applying market microstructure expertise.
Responsibilities
Owning and improving trading cost models (market impact, spread, slippage, liquidity, and execution risk)
Forecasting and feeding execution costs into portfolio optimization and trading decisions
Monitoring real-time and post-trade execution quality across strategies, regions, and brokers
Identifying inefficiencies, leakage, and improvement opportunities in the trading stack
Applying market microstructure expertise to both execution and select alpha-generation projects
This is a hands-on role with direct influence over capital deployment, not a back-office analytics function
Qualification
Required
Deep understanding of market microstructure
Experience modeling transaction costs, impact, and liquidity
Ability to operate in a production trading environment
Strong coding and data-driven research instincts
Comfort working close to PMs, traders, and portfolio construction systems
Preferred
Buy-side QRs on systematic or discretionary equity trading desks
Execution quants at multi-strategy funds, quant funds, or large asset managers
High-caliber quants on sell-side trading or electronic execution desks (as a secondary preference)
Company
Jobs via eFinancialCareers
The space to inspire and grow exceptional careers in financial services and tech.
Founded in 2000
201-500 employees
Funding
Current Stage
Growth StageCompany data provided by crunchbase