Quantitative Equity Research/PM- Asset Manager – Boston recruitment
The ideal level of hire is VP however this is flexible and will be judged on a case by case basis.
Requirements:
At least four years experience in quantitative equity research/portfolio management
Experience in multi factor modelling, building stock selection models, alpha generation
Post Graduate qualification- Masters at least.
CFA highly desirable.
Responsibilities:
Quantitative research on sector/style rotation, stock selection, alpha model, risk model, portfolio optimization, and transaction cost analysis with sophisticated econometric/statistical tools.
Data manipulation, portfolio optimisation, portfolio construction, statistical and econometric based modelling.
Updating current developing new equity models.
Improving existing strategies and developing new strategies across global equities.
This fund, and the company as a whole has a very strong reputation in the market and it seldom hires so this is an opportunity to join a highly developed platform with stability and long term career growth potential.
Interviews are taking place currently 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.