My client, a leading hedge fund based in New York is looking to add a quantitative strategist to their team.
Reporting directly into the CIO of the fund.

Responsibilities:
Developing and implementing quantitative investment strategies in global macro assets.
Designing and back-testing systematic currency alpha trading strategies based on macro economic fundamentals
Interacting with sales and traders with trade recommendations and market commentary and analysis

The candidate:
Must have experience in global macro strategy up to Senior VP Level.  
Excellent academic background, MSC/ PhD in Financial Engineering, econometrics or Finance.
Excellent communication skills.  Dealing with sales and trading desks.
Proficient in Matlab, EViews, Gauss, Bloomberg, Datastream, Excel/VBA.

This is an extremely successful organization, where compensation packages are very competitive and the role is within an established team with a proven track record. This will offer the chance to work alongside one of the most respected quantitative groups and will provide an excellent platform to advance a career in quantitative finance.

Interviews are currently taking place, therefore all applications must be received as soon as possible. Utmost confidentiality assured.
Please apply directly by mail or visit our Website, www.selbyjennings.com
ALL CVs must be submitted in word format.