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Portfolio Manager Role - London

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 0925 - BWBH
  • Sector: Banking and Finance, Portfolio management, Selby Jennings
  • Date posted: 25/09/2017
Portfolio Manager Role

Looking for a mid-frequency PM.  
My client is a looking for a quant trader experiences in equities and futures.  They are an investment adviser firm which manages a global portfolio using quantitative strategies. They are looking for someone who has experience in running strategies or building aphas and attributing PnL of those alphas when deployed in production within a creative and collaborative environment. Prospective candidates should have a strong foundation of skills and experience and be able to pick up things quickly. 
Your bonus is directly impacted by your PnL!

Requirements
  • Masters or Ph.D. in Electrical Engineering, Economics, Math Physics or other quantitative disciplines
  • Proficiency with programming tools such as Matlab, Python and C++ or other analysis supporting programming tools is strongly desired. 
  • 3 years of experience in developing market-making algorithms for emerging markets in order to improve pricing systems and infrastructure by introducing new quantitative models and upgraded technologies.
  • Strong coding ability in C++, Matlab and python
 


Interviews are already taking place and this is a full scale build out so candidates are encouraged to apply immediately by submitting a WORD resume to quantsEMEA(AT)selbyjennings(DOT)com.
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