Quantitative Research Analyst/Asset Allocation Researcher recruitment
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These include, but are not limited to: country and currency selection strategies, fixed income arbitrage strategies, commodities strategies and credit strategies. The group is responsible for the management of a number of our hedge funds as well as a number of currencies and macro overlay accounts. The right applicant must have experiences in statistical and economic research to develop new and improve current investment strategies and risk control methodologies.
The ideal candidate will have PhD degree in Finance, Economics, Statistics or Econometrics from a top university; strong academic record; strong presentation and communication skills, and up to 3+ years of work experiences in financial industry with focus on global asset allocation and risk modeling. In addition to being hands-on and detail-oriented, successful candidates will have strong quantitative and problem solving skills, and programming skills in MATLAB, SAS, R or Python.
If you are the right applicant and have great enthusiasm and eagerness to learn, please submit your resume.