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See SELBY-JENNINGS-LONDON 197 Job offers
Quantitative research analyst for global equity portfolio management team–London–highly competitive.
A leading global buy-side institution is currently looking for a candidate with exceptional quantitative talent to join its global equity portfolio management team.
You will be based in either London or New York. Your responsibilities in this role will be:
-Developing multi-factor risk models for the global long-short portfolios run by the group,
-Enhancing portfolio optimization techniques with the PM team,
-Assisting in the tactical allocation strategies work surrounding the portfolios held by the team.
The successful candidate for this role will have the following background:
-First class academic background to MSc/PhD level from a leading university,
-In depth knowledge of economics, econometrics, statistics,
-Theoretical/industry knowledge of portfolio optimization techniques,
-BARRA risk modeling knowledge an advantage,
-Aspirations for future moves into a Portfolio Management position through the quantitative research group.
Exceptional reward packages are on offer for the exceptional profile.
www.selbyjennings.com
0207 019 4137
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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