Associate level Quantitative Futures Research- New York- Hedge Fund recruitment
An opportunity exists for an experienced researcher with experience working in a quantitative research role focused on systematic strategy development
Requirements:
At least two years experience researching and implementing systematic FX/ Rates strategies in a buy side organisation.
A PhD in an finance orientated degree- Finance/ Econometrics/ Statistics
Strong Programming languages- C++, Matlab, R
Please note- this role requires previous experience in systematic research- salary will be demonstrative of your current experience and is very competitive.
This is most suited to a systematic researcher/strategist looking to move to a more dynamic platform with more defined growth opportunities both for themselves and for the company.
Interviews are currently taking place, please apply directly to qfm@selbyjennings.com .