Quantitative Equity Research- Macro Strategies- Hedge Fund New York
Quantitative Equity Research- Macro Strategies- Hedge Fund New York
A leading hedge fund seeks to expand their Macro Strategies group in New York.
The group is current 9 people, cover global macro strategies. An opportunity exists for a quantitative researcher to join the team and cover macro strategies with a primary focus on equities.
In order to be considered for this position it is essential to demonstrate the following:
A strong academic background based in either economics, finance or a similar field with exposure to both econometric and quantitative theory.
Experience working in quantitative research.
Experience developing and backtesting models and strategies – ideally within equities.
CFA or CAIA is a big advantage.
Strong abilities in Matlab, SAS and Excel.
This position offers the platform on which you can build a very strong career in quantitative investment management, working in a leading team alongside a senior portfolio manager. Therefore, you should expect to be working in a highly competitive and commercial environment where you will be expected to learn quickly and adhere to strict deadlines. Salary and Benefits are competitive and interviews will take place over the next two weeks.
All applications should be made as quickly as possible, and only CVs submitted in word format will be considered.
qfm (at) selbyjennings dot com
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