Quant Analyst- Asset Management- Beijing recruitment
The ideal level of hire is associate level requiring a PhD in a quantitative field, and internship experience of at least one year.
The role will require development of quantitative port folio tools to assist with back testing, portfolio analysis, stress testing and optimization. This is an excellent opportunity for the successful candidate to leverage their academic background and internship experience into an asset management role.
To be considered you must have:
Excellent academic background, MSC/ PhD in Financial Engineering, econometrics or Finance.
Excellent communication skills. Dealing with sales and trading desks.
Proficient in Matlab, R, C++, Python, Excel/VBA.
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.
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.