Volatility Quant Strategist - Associate PM
Location United States,
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,
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.