Quantitative Researcher - Execution | Elite Systematic Team Job at Selby Jennings, Boston, MA

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  • Selby Jennings
  • Boston, MA

Job Description

A highly successful, quantitative trading team is seeking to add a Quantitative Researcher to its execution and portfolio implementation team.

Founded in the mid-2010s, this firm has quietly built one of the strongest track records in systematic equities, delivering consistent, high-Sharpe performance every year since inception. The team is intentionally small, extremely collaborative, and manages a very large amount of capital per employee, offering rare exposure to true P&L impact at scale.

This is not a model-research seat. This role sits at the intersection of portfolio construction, execution, and market microstructure, directly influencing how billions of dollars are traded every day.

The Role:

You will work inside a lean, highly technical trading organization responsible for optimizing and executing $1B+ of daily global equity notional.

Core responsibilities include:

  • 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.

Who They're Looking For:

The ideal candidate will be a top-tier Quantitative Researcher embedded in an equity trading or implementation team with strong exposure to real-world execution.

Strong fits include:

  • 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)

Key Attributes:

  • 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

Why This Is Different

  • Small, elite team (~30 people) with unusually high AUM per head
  • Proven performance with high Sharpe and positive years since launch
  • Real ownership over how capital is actually traded
  • Highly collaborative culture - no siloed research or bureaucracy
  • Boston-based team with global trading footprint

If you're a serious execution or microstructure-focused quant looking to operate closer to the money inside a top-tier buy-side platform, this is a rare opportunity.

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