Quantitative Research- FX, Futures/Forwards strategies- Hedge Fund- New York recruitment
This presents the opportunity for an experienced quantitative analyst to join a renowned hedge fund with an exceptional reputation. The role requires development of futures/forwards strategies and the successful candidate will be given a big responsibility for developing and maintaining quantitative models and strategies. As such, the ideal candidate will have an ambitious nature and will be looking for a chance to leverage their experience so far to establish themselves as an integral member of the team. The position therefore requires a high level of technical expertise and experience developing and managing quantitative strategies at least up to VP level. This role offers the chance to work in a unique environment with what is widely recognised as the most advanced quantitative infrastructure as well as stability of an Asset Manager with a very strong reputation.
Responsibilities:
Developing new and existing strategies
Product and Strategy development to update and improve trading approaches.
The ideal candidate will require the following skill set:
- Strong academic background, with a deep knowledge of financial theory-ideally to PhD level
- Experience developing FX, Futures and Forwards,
- Strong programming languages- matlab, c++ (advantageous), SQL, SAS, R.
This is a rare opportunity to work in such a reputable organization and will offer the chance to build a long term career in a world leading group with an exceptionally competitive salary package.
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. ALL CVs must be submitted in word format.