Director- Quantitative Index Research & Design – New York recruitment
You will be fully responsible for the North American quantitative research product and therefore be able work on the analytics of the internal fund and also directly with clients. You must therefore have extensive experience within quantitative research, full understanding of index products, and experience within Equities, ETF’s and mutual funds.
Responsibilities include:-
- Brainstorming new index concepts
- Conceptualize and design new indexes using a combination of analytical, commercial and regulatory considerations.
- Combining idea generation with the hands on ability to structure indexes
In order to apply for this role you must hold the required skils:
- Significant prior exposure to a structured product desk, trading desk or a product development role with a fund management company or exchange.
- Strong multi-asset analytical background matched with a commercial orientation
- Strong verbal communication and presentation skills
- Very strong quantitative skills and understanding of derivatives.
- Ph.D in business/finance or a Masters degree in business/finance with completed CFA charter.
- Portfolio construction skills and substantial data mining/back-testing experience.
- Prior experience with financial applications (Worldscope, Compustat, Factset etc.)
- Happy to participate in actual index design and back-testing.
This is a key role that combines responsibilities for communicating complex ideas to internal and external clients with hands-on, detail oriented research.
Ability to use, or prior experience with, S Plus, R or Matlab is also essential for this position.
Interviews are taking place currently therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to strategy@selbyjennings.com or visit our Website, www.selbyjennings.com. Please send all CV’s in word format