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Quant Portfolio Manager with leading Hedge Fund

  • Job type: Permanent
  • Location: London
  • Salary: £150000 - £170000 per annum, Benefits: Competitive Package
  • Job reference: SJ - 1011 - SAVI
  • Sector: Banking and Finance, Portfolio management, Selby Jennings
  • Date posted: 10/11/2017
Quant Portfolio Manager with leading Hedge Fund

Selby Jennings is working with a leading Hedge Fund in London. They are looking to add to their team as they have grown their AUM swiftly over the year. They are an international company with two foreign offices which could give you the possibility to relocate.

This would be a great opportunity to join an innovative fund that is looking to diversify in new strategies. It is a true step up in terms of responsibilities and a good opportunity to be closer to the business.

Your responsibilities:

  • Develop automated strategies

  • Closely work with other portfolio managers and the research team

  • Client facing

  • Diversify the portfolios using research and building rapport

You will demonstrate the following:

  • 3 to 5 years’ experience in a similar role, especially equity, fixed income or bonds

  • Strong academic background in the quantitative field –PHd preferred

  • Outstanding analytical and problem solving skills

  • Proficiency with programming languages: Matlab, C++….

Interviews are taking place at short notice. Applicants should promptly register their interest directly to quantsEMEA(AT)selbyjennings(DOT)com
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