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We would like to talk with candidates who have successful quantitative strategies for a variety of asset classes including Liquid Macro, FX, Rates and Derivatives.
This is a chance to join one of world's top hedge funds and dramatically increase your earning potential. Our client has one of the best performance and award structures globally, to include strong sign on and guaranteed bonuses and is also well regarded for its strong training and collaborative team based culture.
Min 7-10 years of relevant Hedge Fund industry experience. Experience in in a Quantitative / CTA fund is preferred. Ideally gained from working for a leading Systematic Hedge Fund or Global Quantitative Alternative Asset Manager as a PM, Sub PM or Senior Researcher.
MS / PhD in science, math, engineering, statistics or similar.
Excellent investment track record with proven ability to work in a team-oriented investment process.
Expertise in alpha research, portfolio construction, optimization, risk management, trade execution and Portfolio Management.
Ability to deploy and manage a strategy from inception.
Recent track record, generating >$10m P&L with a Sharpe of 1.5 would help.
To discuss this exclusive mandate in further detail and to receive a full job specification please contact our retained Executive Search Consultant, Tom O'Cuinneagain in the stricttest of confidence.