Alpha-Driven Equity Stat Arb Researcher

Selby Jennings is seeking a Quantitative Researcher in Paris to design and optimise systematic equity strategies focused on market neutral and statistical arbitrage. You will conduct quantitative research across large datasets and manage the entire research lifecycle within a high-performing hedge fund with strong infrastructure.

The role requires 2+ years of experience in quantitative research, strong programming skills in Python or C++, and a solid foundation in statistics. Join a collaborative team and contribute to alpha generation.