An elite quantitative hedge fund is looking to build out their non equity business with a number of hires in the first half of 2020. This is one of the most highly regarded quant shops on the street that has some of the very best talent in the market. PM's who have a sustained track records are of highest interest. Due to the scope of the build out a range of different strategies are of interest but in particular the following are being targeted: Systematic Macro, Credit Long/Short, Interest Rate RV, FX and also Commodities.
As well as Portfolio Managers, they are also interested in Quantitative Alpha Researchers across different strategy styles and asset classes. It is likely that Research candidates will also come from the buyside but they are open to outstanding candidates on the sellside. This work experience will be underpinned by exceptional academics. The scope and potential for this role is huge, the way the group is set up allows for significant freedom in the research you conduct and evolution into managing capital.
This is an exceptional opportunity to join a leading firm in a role with immediate responsibility and fantastic platform.
Successful track record in developing fully systematic/quant macro strategies or other systematic FICC strategies.
Portfolio Management / Risk Taking experience is vital for Portfolio Manager candidates
Masters/PhD from Top Tier University in highly quantitative subject
Ambitious and entrepreneurial mindset
Ability to work in a collegiate team centred environment
Due to demand we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV please send a blank application to the role and someone will be in touch to discuss.
Internal Number: 6922329
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