Monday, November 12, 2012

Head of Systematic global macro Investment strategies ? Hedge ...

A leading quantitative systematic macro fund in London are looking to add an experienced researcher to head and develop their quantitative investment strategies group.
Within will be working in a quantitative research function, presenting research findings to the portfolio managers and managing/mentoring the researchers in designing and developing new and improving existing quantitative trading strategies in global markets FX, rates, credit and equities.

Your experience and responsibilities will include:-

  • Quantitative global macro research with a focus on systematic multi strategy.
  • Designing and developing economically sound and valid investment insights and associated trading signals for strategies.
  • Spearheading research to revamp existing models with the addition of new alpha signals and risk aversion conditioners and develop new models.
  • Manage research across developed markets and emerging markets currency, rates, credit, bond, equity and commodity strategy portfolios.
  • Creating risk management framework to monitor and avoid out-of-model risks seeking to maximize returns.
  • Research and back-test signals based on derivatives instruments
  • Develop new strategies and initiatives across behavioural finance and macro fundamental including Managed Futures products and GTAA strategy.
  • Developing new alpha insights and delivering significant improvements

This is a senior level position therefore in order to apply you should have prior management experience and an excellent statistical background.

This is a market leading fund with an excellent market reputation and a solid team.

Please note that applicants should have an outstanding academics from a leading university at minimum of PHD level in addition to solid experience in a high performing/well respected buy side firm.

This is a newly created position will a view to a hire being made as soon as possible.

Please feel free to call with any specific enquiries.

Utmost confidentiality assured. Please apply directly to apply-315876625-4524@at.idibu.com or visit our Website, http://www.selbyjennings.com. Please send all CV`s in word format.

Type: Full-time

Location: London

Category: Quant Research and Trading Jobs

Apply Email: apply-315876625-4524@at.idibu.com

Source: http://www.selbyjennings.com/current-vancancies/head-of-systematic-global-macro-investment-strategies-hedge-fund-london/39206/?utm_source=rss&utm_medium=rss&utm_campaign=head-of-systematic-global-macro-investment-strategies-hedge-fund-london

billy beane kathy griffin road conditions newt gingrich wives weather gina carano at last

No comments:

Post a Comment