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Quant Researcher- $700BN EUROPEAN ASSET MANAGEMENT

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 2011 - SAVI
  • Sector: Banking and Finance, Quantitative Finance, Risk Management, Selby Jennings
  • Date posted: 20/11/2017
QUANT RESEARCHER – $400BN EUROPEAN ASSET MANAGEMENT – LONDON
  

Selby Jennings is working with a European asset management house who is looking to hire a senior fixed income quant to lead will work as part of the Fixed Income Quant team. They have been very successful in recent years with AUM growing swiftly through adoption of more passive strategies whilst also managing to fend of industry pressure to consolidate. 

You will be responsible for:

Researching signals as part of the Quant team

- Dealing with the increased quant-heavy activity that is growing its assets rapidly

- Creating in-house codes and optimising existing ones

 
You will be responsible for actively contributing to researching models for local rates and be at the center of decision making. You will be able to directly exchange with the head of Research in a two-way communication environment. 


This position would suit a Quant researcher that is looking to be closer to the market. 
 

Relevant candidates will demonstrate the following: 
 

- 3 to 4 years' experience in a similar position as a quant analyst or quant researcher 

-Strong academic background in mathematics, finance or financial economics – PhD preferred

-First class understanding of quant trading trends for fx, fixed income, equity or rates markets

-Thought leadership and ability to work independently
 

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

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