A successful research institution a looking to add a quantitative researcher to their team.
Duties will include development of proprietary alpha strategies, primarily within the equity asset class, as well portfolio construction and performance attribution.

The position is for associate level and therefore the successful candidate must have relevent level of experience in this field. In order to apply for the role you must have a highly quantitative background ideally with a finance focused PhD preferably including accounting, as well as  extensive experience using statistical software e.g MATLAB, VBA, C/C#, Java, SQL and R.

The Successful candidate will have experience and be able to demonstrate:
-Construction of factor backtests for quintile analysis and alpha generation,
-Developing successful portfolio construction strategies for different products; including long-only core, long-only aggressive, long/short, market neutral and long/short alpha extension strategies,
-Building cross sectional and time series risk and forecast models for optimization and trade simulations,
-Only candidates with a main focus on equities will be considered.

This role will offer you the opportunity to move into an extremely strong organization that has a proven record of success.
You will have an excellent opportunity to work within a leading global team will have the chance to work with colleagues who are renowned for success in this space.

This is a successful company and therefore the salary will be competitive. Interviews are taking place currently therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly by mail or visit our Website, www.selbyjennings.com
ALL CVs must be submitted in word format.