Accessibility Links

Quant Researcher for Systematic Hedge Fund

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 0801 - SAVI
  • Sector: Banking and Finance, Buy Side, Asset Management, Selby Jennings, Quantitative Finance
  • Date posted: 08/01/2018
Quant Researcher for Systematic Hedge Fund

Selby Jennings is working with a leading Systematic Hedge Fund that is looking to expand its quant team which is well-established, clearly punching above its weight and developing great technologies. 

The role would suit a quant researcher that has some experience with researching signals. This position will allow the candidate to have more responsibilities in a collaborative environment and working along some bright leaders in the field. 

Primary responsibilities:

  • Responsible for researching quant strategies


  • Improving the in-house models


  • Reporting into the quant trading desk to imrpove the models  


  • Improving stress test scenarios

 

Relevant candidates will demonstrate the following:

  • 5 to 7 years’ experience in a quant researcher position with a leading financial house


  • Experience in Fixed Income, FX, equity or commodities


  • Strong academic background in mathematics, financial engineering or statistics – PhD preferred


  • Proficiency with programming languages: R, Matlab, Python, C++…


  • Strong team player with the ability to work independently


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

Similar jobs
Business Development Executive
  • Job type: Permanent
  • Location: City of London, London
  • Salary: Competitive
  • Description To undertake business development activities that support the fundraising at an renowned Real Estate firm PRINCIPAL RESPONSIBILITIES: To manage, and in time to lead
Quant Engineer
  • Job type: Permanent
  • Location: Zürich
  • Salary: Competitive
  • Description The position is focused on methodologies in Derivatives Risk and therefore designing and implementing risk and pricing models will be a daily endeavour. You will be updating and improving
Quantitative Research Associate
  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$200000 per year
  • Description Team Description: The Equity Research team at a well known New York based equity trading firm is looking for a new Quant Research Associate to join the group. This team interfaces with many areas of
Business Analyst - HEDGE FUND
  • Job type: Permanent
  • Location: Los Angeles Metro Area, California
  • Salary: US$150000 - US$200000 per year
  • Description Responsibilities  Learn the firm's current suite of systems related to risk and marketing  Work closely with Risk and Marketing teams to understand complex business workflows  Enhance the
Execution Quant
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$400000 per year
  • Description Staying knowledgeable about the markets, and prioritizing the desk's research requests will also be important.