The Gateway to Algorithmic and Automated Trading

Volatility Quant Strategist - Associate PM

Location United States,

Remuneration Competitive

Employment type perm

Updated 13th Feb 2018

Company Selby Jennings

Contact Ben Hodzic (NY)

Phone +1 646 759 4560

Email click here

Quantitative Portfolio Manager - Relative Value, Macro, Volatility

A client of ours is looking for a Macro Volatility Quantitative PortfolioManager / Trader to join their dynamic team working for a $5b AUM hedge fund in New York City. The position they are looking to fill is most suited to individuals who are looking to pursue a career in fixed income analytics and Portfolio Management working directly alongside senior PM's alike. This role is with a hedge fund that is currently growing organically due to market demands within the industry. They are looking for only the brightest candidates who have a track record and skill set that can be leveraged by a challenging and innovative working environment.

Responsibilities will include:

- Identifying areas in need of quantitative and statistical analysis - relative value research and arbitrage is key
- Quantitative research work validating large data sets and applying statistical analysis to portfolio optimization and construction
- Utilizing various programming languages to interpret data and apply it to real life situations that positively affect portfolio performance
- Working alongside a senior Portfolio Manager who is responsible for managing a large amount of capital ($500mm )

Candidates should possess:

- Masters degree in a computational field, PhD preferred
- 5 years of relevant work experience as a fixed income quant, preferably on the buy-side.
- Strong programming skills (Python, Matlab, R).
- Excellent communication skills, interpersonal skills, and the ability to think outside of the box

If there is any interest in this position, please click the APPLY NOW button directly below.

Financial Job Opportunities | Automated Trader