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Mis à jour le mardi 7 février 2012
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Voir les 22 annonces d'emploi de SELBY-JENNINGS-NEW-YORK
Quantitative Equity Researcher-New York
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 PHD in the fields of Financial engineering or computational mathematics related qualifications as well as extensive experience using statistical software e.g MATLAB, VBA, C/C++.
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.
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.comALL CVs must be submitted in word format
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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