Events/Index Quant Researchers - Selby Jennings

Events / Index Quantitative Researcher Job Summary Join a leading systematic investment firm as an Events / Index Quantitative Researcher, focused on developing alpha signals from corporate actions, index rebalances, earnings events, and othermarketcatalysts.Youwillconductresearchacrossglobalmarkets,analyselargeandalternativedatasets,buildpredictivemodels,andcollaboratecloselywithportfoliomanagers,quantitativeresearchers,andengineerstoimplementscalableinvestmentstrategies. Key Responsibilities • Conductresearchintoevent-drivenandindex-relatedtradingopportunitiesacrossequitiesandrelatedassetclasses. • Developsystematicalphasignalsbasedoncorporateactions,earningsannouncements,dividends,mergersandacquisitions,indexadditionsanddeletions,rebalances,andothermarketevents. • Analysethebehaviourofsecuritiesbefore,during,andafterspecificeventstoidentifypersistentsourcesofreturn. • Design,test,andevaluatequantitativemodelsusinglarge-scalehistoricaldatasets. • Buildrobustresearchframeworkstoassesssignalefficacy,capacity,transactioncosts,andriskcharacteristics. • Developpredictivemodelsusingstatistical,machinelearning,anddatasciencetechniques. • Workwithstructuredandunstructureddatasets,includingmarket,fundamental,corporateactions,alternative,andindexconstituentdata. • Collaboratewithportfoliomanagerstotranslateresearchideasintoproduction-readystrategies. • Partnerwithquantitativedevelopersandengineerstoimproveresearchinfrastructureandmodeldeployment. • Monitorstrategyperformanceandcontinuouslyrefinesignalsbasedonnewmarketinformation. • Conductliteraturereviewsandinvestigateemergingresearchmethodologiesapplicabletoevent-drivenandindexinvesting. • Presentresearchfindingstoinvestmentteamsandstakeholders. Required Qualifications • Advanceddegree(PhDorMSc)inMathematics,Statistics,Physics,ComputerScience,Engineering,Economics,Finance,orarelatedquantitativediscipline. • Strongunderstandingofprobability,statistics,optimisation,andquantitativemodellingtechniques. • Experienceresearchingsystematicinvestmentstrategies,quantitativesignals,orpredictivemodels. • StrongprogrammingskillsinPython. • Experienceworkingwithlargedatasetsandconductingrigorousempiricalanalysis. • Knowledgeoffinancialmarketsandinvestmentprocesses. • Abilitytoindependentlyformulateresearchhypothesesandvalidatethemthroughdata-drivenexperimentation. • Strongproblem-solvingandanalyticalskills. • Excellentcommunicationskillsandabilitytoexplaincomplexquantitativeconcepts. Preferred Qualifications • Experienceresearchingevent-driven,corporateactions,index,orequities-relatedstrategies.Knowledge<spa