Quantitative Portfolio Manager - Global Macro / FX Quantitative Portfolio Manager - Global Macro / FX …

Selby Jennings
in Singapore
Permanent, Full time
Last application, 30 Jul 21
Negotiable
Selby Jennings
in Singapore
Permanent, Full time
Last application, 30 Jul 21
Negotiable
A client of ours is looking for a quantitative portfolio manager to join their systematic global macro team. The firm is a rapidly expanding Hedge Fund based in New York with nearly $3 billion allocated to their global macro book. The team is relatively small, and as such the ideal candidate will have responsibilities around both research and portfolio management. Compensation and PnL cut is extremely competitive and they are willing to wait out non-compete periods for the right candidates.

Responsibilities will include:

- Systematic strategy development of multiple global macro trading strategies
- Backtesting and portfolio construction
- Quantitative Research and big data analysis using Python
- Collaboration with team members in order to foster intuitive ideas backed up by quantitative research
- Consistent research and analysis of market conditions relative to asset allocation strategies



Qualified candidates should possess:

- 3+ years of experience working on a systematic macro book
- Strong programming skills (Python, R, ect.)
- Prior experience in a top tier hedge fund or asset management firm
- Master's degree in a quantitative field from a top tier university, PhD preferred
- Ability to collaborate in a team environment and execute strategies effectively
- Excellent communication skills

If there is an interest in the above position, please click the APPLY NOW button below.

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