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Quantitative Portfolio Manager for leading CTA Hedge Fund

  • Job type: Permanent
  • Location: Singapore
  • Salary: Competitive
  • Job reference: 898
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 30/06/2017
A leading CTA hedge fund in Asia is looking to add a portfolio manager to its group to help with the CTA and macro strategies. Their global macro trading is multi-strategy and CTA focussed in global futures markets across all major asset classes including equities, fixed income, commodities, and currencies, with holding periods of days to weeks. The reason for the hire is the team is performing well and so is looking to expand. They want someone to be based in one of their Asian locations. This is the chance for someone to take the next step in their career and to take risk. You will have access to a large book and be able to run your own strategies and the firms strategies in a collaborative environment.

The ideal candidate will have:

-       Implemented quantitative trading models

-      Have worked on Systematic/CTA/macro models.

-       Phd in Econometric, statistics, mathematics or equivalent from leading university

-       3-6 years of Quant Trading experience - candidates with no trading experience would not be considered

-       Hands-on experience on building Portfolio Construction process for active portfolio management, specifically but not limited to, dynamic asset allocation, risk management and performance attributions

-       Proficiency with Matlab, Python, R and/or SQL

This Hedge fund has one of the leading track records over the last two years, therefore, there is an excellent salary package and potential upside available. Due to the size of the fund and the level of talent you should be have an outstanding track record in this space and be prepared to join a team that has an excellent team environment.  All applicants must have had experience taking risk prior to this and have run similar strategies.  Relocation is considered for the right person.

Interviews are taking place currently, therefore, all applications must be received as soon as possible.

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