Quant Researcher – Market-Neutral Equity Arb

Selby Jennings is seeking a Quantitative Researcher in Paris to focus on market neutral and statistical arbitrage strategies. This role involves designing and optimizing systematic equity strategies, conducting quantitative research on large datasets, and managing the complete research lifecycle.

The ideal candidate has over 2 years of experience in quantitative research within hedge funds, strong programming skills in Python or C++, and a solid foundation in statistics. Joining this role offers the opportunity to work within a collaborative, research-driven environment with access to significant capital resources.