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Quantitative Portfolio Manager
Selby Jennings
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Quantitative Portfolio Manager

Selby Jennings

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Details
Posted:
March 16, 2023
Location:
Salary:
Open
Type:
Full Time

Responsibilities

  • Alpha research and strategy development
  • Manage risk and optimise return of portfolios

Requirements

  • Solid research and risk management experience in either HFT, Equities, Crypto, Global CTA.
  • PhD Degree in a quant related subject. Masters/Bachelors are welcome too with strong working experience
  • Proven track record of developing strategies in the relevant space
  • Proficiency with C++ or Python

Internal Number: 19006145
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