This job ad has been posted over 40 days ago...
1
applicant
Fixed Income Quantitative Strategist - London
at Selby Jennings in London (Published at 09-08-2011)
A Macro fund with a recently established systematic desk seeks an associate level candidate with experience researching and developing trade ideas across fixed income...
A Macro fund with a recently established systematic desk seeks an associate level candidate with experience researching and developing trade ideas across fixed income futures, cash Treasury bonds, rates swaps and CDS.
The role is highly quantitative and requires a thorough understanding of econometrics based modelling and research. The progression of the role will lead to a trading position. In order to be successful, candidates will require a highly quantitative academic background, ideally with a Masters in a quantitative field, however a bachelors degree from a leading university in quantitative academics is sufficient. This position requires development of models and performing research in an effort to develop trading strategies across liquid fixed income assets The team is small and the role will give responsibility early on to the successful candidate and will progress into a quantitative trading role.
Responsibilities include:
Developing statistical and econometric based models
Performing macroeconomic research
Back testing to develop new and existing strategies.
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.
This is an Urgent hire, therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to qfm@selbyjennings.com
A Macro fund with a recently established systematic desk seeks an associate level candidate with experience researching and developing trade ideas across fixed income futures, cash Treasury bonds, rates swaps and CDS.
The role is highly quantitative and requires a thorough understanding of econometrics based modelling and research. The progression of the role will lead to a trading position. In order to be successful, candidates will require a highly quantitative academic background, ideally with a Masters in a quantitative field, however a bachelors degree from a leading university in quantitative academics is sufficient. This position requires development of models and performing research in an effort to develop trading strategies across liquid fixed income assets The team is small and the role will give responsibility early on to the successful candidate and will progress into a quantitative trading role.
Responsibilities include:
Developing statistical and econometric based models
Performing macroeconomic research
Back testing to develop new and existing strategies.
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.
This is an Urgent hire, therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to qfm@selbyjennings.com
Recent jobs at Selby Jennings
-
29 Jul
Asset Management Business Support – Senior Associate; London; circa £55,000
Selby Jennings,
London -
29 Jul
Hedge Fund Sales
Selby Jennings,
London -
29 Jul
Senior Sales and Investor Relations
Selby Jennings,
London -
28 Jun
Buyside Analyst
Selby Jennings,
London