Portfolio construction analyst/Associate – Quantitative equities – Hedge fund
A large, successful equity focussed hedge fund is currently expanding its quantitative investments team.
The fund have a long and solid track record and as part of their expansion plans are looking to scale up the business using quantitative methods.
As part of the portfolio construction team you will be working on Quantitative solutions for replicating cash flow and be part of a global specialised portfolio construction and quantitative group.
Your experience and responsibilities will include:-
- Research and development of advanced risk tools and portfolio construction methodologies to address extreme portfolio outcomes and market dislocations.
- Close working relationship with fundamental management teams to integrate structured risk awareness and portfolio construction into their investment process.
- Close focus on Global Equity Markets with in depth knowledge of these markets.
- Programming in SQL/R/Matlab
In order to apply you should have experience working within Portfolio risk/Portfolio construction previously and have prior approval to work in the UK.
Applicants should have a minimum of a masters in a highly quantitative subject.
This is an excellent opportunity for you to work in a leading fund with offices globally who have an exceptional track record and a dedication to grow within quantitative equities.
Application:-
Please apply directly with a CV in WORD FORMAT to apply.a33hoiyfcg@selbyjennings.aptrack.co.uk or visit our website at www.selbyjennings.com
Please note:- we do not accept linked in profiles as a form of submission.
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