Quantitative Global Macro Strategist recruitment
This role involves the full cycle of quantitative portfolio management, from strategy development, research, implementation and hedging. Therefore the successful candidate will have a strong track record and an excellent skill set.
Responsibilities:
Managing a systematic global macro portfolio across global equity, bond, currency, and commodity markets
Designing and back-testing systematic currency alpha trading strategies based on macro economic fundamentals.
The candidate:
Must have experience managing systematic
Excellent academic background, MSC/ PhD in Financial Engineering, econometrics or Finance.
Excellent communication skills. Dealing with sales and trading desks.
Proficient in Matlab, EViews, Gauss, Bloomberg, Datastream, Excel/VBA.
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.