Global Macro Strategist- New York recruitment
This role provides an excellent opportunity for a junior quantitative researcher/programmer to move into a leading asset management company working with very reputable portfolio managers. The role requires a quantitative background, with at least an MsC in a quantitative field. Work experience isn’t required, although due to the nature of the role involved a high level of Matlab the candidate should have some internship experience, and at least 4 years experience using Matlab.
Responsibilities:
Improving existing quantitative investment strategies in global macro assets.
Designing and back-testing systematic currency alpha trading strategies based on macro economic fundamentals
Programming, coding and modeling in Matlab.
This is a rare opportunity to work in such a reputable organization and will offer the chance to build a long term career in a world leading group with an exceptionally competitive salary package.
Interviews are currently taking place, therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to qfm@selbyjennings.com or visit our Website, www.selbyjennings.com. ALL CVs must be submitted in word format.