Quantitative Fixed Income Portfolio Manager- Geneva recruitment
The team is relatively small and is expanding due to a period of continued high returns. Accordingly a position exists for an experienced quantitative fixed income portfolio manager.
The role will offer the successful candidate the opportunity to play a significant role in the team being responsible for establishing the quantitative credit strategies within the team. As such, it is important that you have a background in both macro and quantitative credit research. The role is VP level and the successful candidate must have a track record in these markets.
Responsibilities:
Setting up credit Quantitative strategies using single names and indexes (CDS) universe.
Responsible for the credit strategy
Fundamental analysis and development of quantitative tools
Developing quantitative credit trading models across US, Europe and Emerging markets – Investment grade and High yield.
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.