Intraday Alpha Scientist – Quantitative Research

Selby Jennings seeks a Research Scientist to join a systematic intraday equities team. The role merges machine learning, statistics, and quantitative research to build predictive models and extract alpha from large, complex datasets. Ideal candidates have 2–4 years in quantitative research, top-tier academic credentials, and strong Python programming. Collaboration with portfolio managers and rigorous data-quality standards are essential.