Quantitative researcher/developer – Systematic Hedge Fund
One of the highest performing hedge funds is currently looking to add to their team in London, in a role sat within their systematic Portfolio Management team.
This is a newly created systematic platform and covers a range of Fixed income products including, Interest rate, FX and bond swaps/futures. The ideal candidate will have experience within Systematic relative value however this is not essential.
You will be responsible for conducting Matlab developments within the quantitative framework which includes:
- Statistical analysis Tools
- Excel addins
- Trade analysis tools.
- Implementation of frameworks.
You must be an expert user of Matlab as you will be expected to develop interfaces (Graphical and others) through Matlab. You will also be developing risk tools and assisting in the automation of processes.
All applicants must be familiar Matlab but also SQL and VBA. You should also have experience working with Time series Data and have a previous record managing projects.
You should have knowledge of both Financial programming and GUI scripting.
This is an excellent opportunity to join a fund which are not only expanding but have one of the strongest track records over the last few years. You should have excellent communication skills and the ability to work well within a small team.
There is an excellent salary package on offer however please be aware that the following skills are essential and your application will not be considered unless you have the following experience :- Developing tools within MATLAB within a financial services role.
Please apply directly to apply.a33hoizo82@selbyjennings.aptrack.co.uk or visit our website at www.selbyjennings.com - All CV’s must be sent in word format.
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