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Quant Researcher

  • Job type: Permanent
  • Location: Baltimore
  • Salary: $100000 - $250000 per annum
  • Job reference: 25355
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 30/03/2018
A  global asset manager with about $30bn in AUM is currently sourcing for a quantitative researcher to join the team. The specific team you will sit on consists of about 80 members and is responsible for about 40% of the firm’s revenue. This company has offices in NY, Philadelphia, Boston, Baltimore, LA, San Francisco and Denver.

This is a very collaborative team where creativity is a must. You will sit between the traders and the business arm gaining experience to both. In the role you will work on systematic and discretionary trading strategies targeted at hedging the organizations investments. This group operates cross asset and trading experience in any asset classes are accepted. With that said experience with derivatives and or hedging are preferred. Compensation will be highly competitive for these two quantitative strategist/researcher positions.

•              Experience running or researching systematic or fundamental strategies
•              Masters degree in quantitative field
•              Be self sufficient
•              Creativity
•              Capital Markets knowledge
•              3+ years experience for junior role and 7+ for senior role
•              Experience in programing (no specific language)

Preferred Qualifications:
•              Experience with derivatives
•              Experience with hedging
•              PhD in quantitative field
•              Experience with annuities or mutual funds

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