Quantitative Research Analyst- Fixed Income- Washington recruitment
The role will be focusing on developing and testing active trading strategies.
This is an ideal role for those wanting to progress into a quantitative trading role.
This will provide the successful candidate with the opportunity to work in a very well established and respected trading desks in one of the most successful buy side funds.
A strong background in econometrics, financial modelling and programming is essential for the role, programming and developer skills such as C++, Java, VBA, Matlab are advantageous.
The Ideal Candidate will have experience:-
- Analyzing and implementing trading platforms along with execution of trading strategies
- Back testing active trading strategies
- Design and test econometric models and quantitative investment strategies for futures markets.
- Develop and analyze systematic relative value and directional fixed income trading strategies
This role will offer you the opportunity to move into an extremely strong organization that has a proven record of success. You should expect to be working in a highly commercial organization therefore should be able to adapt quickly to the fast paced trading floor environment.
This is a successful company and therefore the salary will be competitive.The level of the hire depends upon your competency in interview. 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.