Selini Capital is looking to refine features, design better models, and advance core research pipelines to improve prediction and execution performance in highly competitive electronic markets.
Requirements
- Fluency in Python and/or C++, with the ability to translate research concepts into performant, production-ready implementations
- Strong knowledge of algorithms, linear algebra, statistics, and optimization techniques
- Ability to uncover meaningful structure in noisy, high-frequency market data — from alpha signal extraction to modeling order book behavior
- Can take research ideas from concept to experimental evaluation with minimal supervision
- Track record of PNL generation using model-driven strategies
- Strong performance in competitive programming or quantitative olympiads
Responsibilities
- Design, test, and refine features and model architectures to improve prediction and execution performance
- Develop and improve research pipelines and tools for large-scale strategy simulation and optimization on a cutting-edge compute cluster
- Conduct deep-dive analyses of market data, live strategy behavior, and model outputs to guide iterative improvements
- Stay up-to-date on advances in quantitative methods, ML, and optimization — applying new insights to real-world challenges
Other
- 1–5 years of experience in quantitative research, applied ML, or statistics
- Outstanding academic record in a quantitative field
- High ownership and initiative
- Curiosity, intellectual honesty, and rapid learning
- Clear, direct communication
