Quantitative Analyst / Developer- Structured Products- Global Hedge Fund
Quantitative Analyst / Developer- Structured Products- Global Hedge Fund
A world renowned hedge fund with offices across the US, Asia and UK is expanding their New York HQ investment team. With stellar returns in 2013 they are ahead of the curve and are certain they can continue the success of their Fixed Income Structured Products fund.
As such, an opportunity exists for a talented Quantitative Analyst / Developer to join the team and help build the analytics group. This role will carry small managerial responsibility in the first six months and then progress to managing a team of 6, with a view to expanding further in 2014 to reach a team of 10.
This is a huge opportunity to become a pivotal member of a very successful investment management group. Combining your quantitative and technical background with a market facing role getting direct insight into the portfolio management process.
Responsibilities:
Development of an analytics platform
Building and maintaining analytics platform responsible for portfolio management and valuation processes.
Working directly with portfolio managers to improve investment process.
Requirements:
In-depth knowledge of Structured products- required- MBS/ RMBS
Strong programming background- C++, Python, Matlab,
Either a development background with strong math ability or a quantitative analytics background with strong programming experience.
Interest in working in a portfolio management environment
Academic background in Math, Computer Science, Engineering.
Please apply directly to qfm (at) selbyjennings.com or call the quantitative research and trading team in New York on 212 209 7310.
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