Quant Research- US Equities- Global Macro Hedge Fund recruitment
The group is relatively small with a total of 40 people managing around $7bn systematically. This is a very successful and highly reputable company and therefore requires experience in a similar role and environment as well as an excellent academic record.
Background
The successful candidate will:
come from a strong academic background based in Economics or Finance related field with at least a master’s degree.
Have experience in quantitative research developing strategies and creating a range of models including multi factor, stock selection and optimization models.
Be skilled in programming but will also have a balanced approach taking into account and having a good understanding of macro environment.
Have excellent communication skills, working in a small environment it is imperative that you are able to discuss your ideas clearly and concisely with senior portfolio managers.
Responsibilities:
Research and development of trade ideas within US equities
Understanding of portfolio theory, optimization and portfolio construction
Exposure to systematic portfolio management within industry.
Please apply to qfm@selbyjennings.com with a word formatted CV.