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Mis à jour le mardi 22 mai 2012
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Senior Quantitative Researcher-Hedge Funds- London
My client seeks a senior quantitative researcher in their London offices. The position will provide you with a well established platform in quantitative hedge fund research. The role will involve quantitative analysis of hedge fund performance, portfolio construction, analysis and back testing hedge fund portfolios. In addition you will be responsible producing reports and analysis on existing and new hedge fund managers.In order to be considered it is essential that you have:-Experience in developing quantitative models, and screens.-A strong academic background with at least a masters.-At least 7 years experience in quantitative hedge fund research.-Good Communication skills as presentations and committee meetings form a large part of the work.-Additional financial qualifications including CFA. This is an extremely successful organization, where compensation packages are very competitive and the role is within an established team with a proven track record. This will offer the chance to work alongside one of the most respected quantitative groups and will provide an excellent platform to advance a career in quantitative finance.Interviews are currently taking place, therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly by email (CV and Cover Letter in word format) or visit our Website, www.selbyjennings.com. ALL CVs must be submitted in word format.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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