Systematic Index Strategies- London recruitment

 The group is responsible for designing systematic indices to replicate a range of systematic trading strategies across Fixed Income, FX and Equities.  The role will involve research and design of new, as well as development of existing products and will offer access to an excellent infrastructure and technology support team.  

The opportunity exists after a period of success and a desire to expand the mandate. This means that the successful candidate will be joining a team in expansion mode with a strong track record over the past year. 

Requirements:

Experience researching, designing and implementing automated strategies

Industry experience research, pricing and back testing products linked to the performance of indices as well as back testing and index construction.

Strong quantitative academic background with practical experience in programming languages such as c++ / Java.

Excellent Communication skills in English

This is an active mandate with a short term hire prospect, interested candidates should send an application to qfm@selbyjennings.com to be considered. In word format only please.