Our client a leading Global Systematic Hedge Fund with $10+ Bln AUM is now hiring dynamic Quantitative Portfolio Managers,Traders ,Sub PM's, Researchers and Tech Analysts to join their growing and expanding high profile international teams, roles based in New York.
The role will involve researching and deploying medium frequency systematic market neutral strategies and managing capital on behalf of the fund.
We would like to talk with candidates who have successful quantitative strategies for a variety of asset classes including Equities(Statistical Arbitrage/ Long Short)
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 guaranted bonuses and is also well regarded for its strong training and collabarative team based culture.
- Min 3-5 years of relevant Hedge Fund industry experience. Experience in mid/ high frequency trading and long short equities expertise. Ideally gained from working for a leading Systematic Hedge Fund or Global Quantitative Alternative Asset Manager as a trader/ 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
To discuss these unique and exciting opportunities further and to obtain a full job specification, please contact our retained executive search consultants.
Excellent FInancial Package, SIgn on Bonus, Guarantees, Strong Base Salary and Excellent Payouts %%
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