My client, a leading investment bank with a reputation for success in quantitative investing is looking to expand their delta one desk with the addition of an exceptional quantitative analyst with minimum VP level experience in portfolio construction and optimisation. This role is pivotal in developing the team in New York and will report directly into the globalhead in New York. As such the successful candidate will have an exceptionally quantitative skill set and experience working in a similar role. The role requires a highly quantitative academic preferably with at least an MsC in a highly quantitative field such as Physics or Applied Mathematics or Computer Science.
This role will provide close interaction with high frequency quantitative traders, accordingly experience with high frequency data and portfolio construction is highly desirable, although not essential. In addition, the successful candidate will have a highly tuned quantitative skill set, including Java, matlab, c++ to mention a few. This provides the opportunity for a quantitative researcher to move into what will be a market leading team which has a very bright future, joining such a team a this stage will lead give the opportunity to help develop a platform and work in a business critical role. Responsibilities: - Model Construction- Risk Models, Time Series, Factor Models - Portfolio optimisation and Construction - Developing new and Improving existing strategies - Backtesting for historical simulation as well as stress testing This role will offer you the opportunity to move into an extremely strong organization that has a proven record of success.
You should expect to be working in a highly commercial organization therefore should be able to adapt quickly to the fast paced trading floor environment. This is a successful company and therefore the salary will be competitive.The level of the hire depends upon your competency in interview. 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. ALL CVs must be submitted in word format.
PhDs.org - 12 months ago
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