- London, England, United Kingdom
- Permanent, Full time
- Selby Jennings Strategy
- 04 Sep 17
PhD Quantitative Researcher, Leading Hedgefund - London
- Location: London, England, United Kingdom
- Salary: Competitive
- Job Type: Full time
A leading hedge fund in London is looking to add a quantitative researcher to its team.They can consider the person to remain in Switzerland though. They are looking for someone with ideally two to three years of experience in quantitative research already however straight PhD students with excellent credentials may be considered. Their focus is in futures, fixed income and equities and so a background in any one of these is essential. They will not consider anyone without a PHD in a quantitative focus. This is the opportunity to work with leading people in the field to develop and research into systematic trading strategies which will then be implemented. You will be working closely with the traders on the trading desk and be able to gain direct experience to help advance your career. This is a role which will lead directly to portfolio management as they are looking for this person to step up into this type of role within a year.
• PHD in a Quantitative subject (maths, stats, engineering, Computer Science or equivalent)
• Experience in FX, equities or futures markets
• A minimum of 1 year experience in a quantitative fund with a preference given to candidates who have exposure to systematic strategies
•Proficiency in at least one o Python, c, c++, Matlab
•Good communication skills with the ability to write clear, concise and informative technical report
Interviews are happening currently therefore all applications must be received as soon as possible. There is a very competitive package on offer and this is an opportunity to really advance ones career.
Please apply directly with a CV in WORD FORMAT to mailto:firstname.lastname@example.org email@example.com or visit our website at href="http://www.selbyjennings.com/">www.selbyjennings.com
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