Associate Quantitative Research- Multi Strategy Hedge Fund- New York recruitment
The group covers all Commodities, Equities, Fixed Income and this role will focus specifically on FX and Futures. The successful candidate will have at least one year experience in systematic research and will have good knowledge of FX/Futures.
The team manages $4bn in systematic strategies and is expanding following a period of exceptional returns.
This is an extremely successful organization, where compensation packages are very competitive and the role is within an established team with a proven track record. This will offer the chance to work alongside one of the most respected quantitative groups and will provide an excellent platform to advance a career in quantitative finance.
Key Responsibilities:
Research and design of trading strategies across FX and futures.
Development and implementation of systematic trading strategies
Development of quantitative tools alongside senior traders
Key Requirements:
Excellent academic background, Bachelors/Masters in a highly quantitative subject- computer science, statistics, etc.
Good programming languages- c++, java, matlab, sql, sas
Interest in finance and quantitative trading
Ideally one or two years experience or an internship at a top hedge fund in a relevant role
Please apply directly to qfm@selbyjennings.com. Only CVs in Word Format will be considered.