Senior Portfolio Manager- Multi Strategy Hedge Fund- (Quantitative)- New York recruitment
The ideal candidate will have :-
- Implemented quantitative trading models
- Have worked on Systematic models.
- Experience working within a successful hedge fund or asset management team.
- Experience running risk using quant models
- Have managed modeling teams and infrastructure.
- Excellent statistical programming skills.
This Hedge fund has one of the leading track records over the last two years therefore there is an excellent salary package and potential upside available.
Due to the size of the fund and the level of talent; you should be have an outstanding track record in this space and be prepared to join a team that has an excellent team environment.
All applicants must have an excellent track record from a leading firm.
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. Please send all CV’s in word format.