Quantitative researcher- Austria- Hedge Fund recruitment
This well-established team primarily focus on systematic strategies covering the futures of a broad range of asset classes including commodities, fixed income and equity. Excellent programming skills are required as you will be developing strategies along side back testing existing strategies on a daily basis.
Successful candidates will need to:
Be very well educated (preferably to PhD level)
Have an excellent quantitative skill-set, with advanced Matlab use
Have excellent communication skills along-side a desire and experience to work with systematic strategies.
This is an excellent opportunity for an experienced newly qualified graduate to move into a successful team that trade futures throughout the European market. As well as a competitive package, there has been rapid growth within the fund, with great opportunities for rapid career progression. Interviews are currently being scheduled so please apply to qfm@selbyjennings.com.