Experienced Quantitative Researcher

The role

You will design, test, and refine features and model architectures to improve prediction and execution performance. You will develop research pipelines and conduct deep-dive analyses of market data and model outputs.

What you will do

• Design, test, and refine features and model architectures
• Develop and improve research pipelines and tools for large-scale strategy simulation and optimization
• Conduct deep-dive analyses of market data, live strategy behavior, and model outputs
• Stay up-to-date on advances in quantitative methods, ML, and optimization

Required qualifications

• 2-7 years of experience in quantitative research, applied ML, or statistics
• Fluency in Python and/or C++
• Strong knowledge of algorithms, linear algebra, statistics, and optimization techniques
• Ability to uncover meaningful structure in noisy, high-frequency market data
• Ability to take research ideas from concept to experimental evaluation with minimal supervision

Nice to have

• Track record of PNL generation using model-driven strategies
• Outstanding academic record in a quantitative field
• Strong performance in competitive programming or quantitative olympiads

Benefits

• Very competitive compensation with strong upside based on contribution and performance
• Comprehensive benefits package
• Free lunch ordered to the office every day
• Competitive Annual Leave
• Pension Contribution
• High-spec office with state of the art equipment and standing desks
• Monthly team breakfast
• Regular London onsites with focus groups, team dinners and evening events
• Annual Company Offsite in luxury location

About the company

Selini is a global trading firm focused on systematic trading and venture investing, all within the digital assets space.