My client is expanding their financial engineering desk in the quantitative fund management team.
The role reports to the head of quantitative asset allocation.
The role is highly quantitative and requires necessary experience and technical ability. The role is an addition to the team building and maintaining risk models on equities and fixed income.

Responsibilities will include:
Developing stock selection strategies for fixed income and equities.
Developing stock valuation models
Portfolio Construction, risk modelling and portfolio optimisation.
Database construction

The Ideal Candidate will have or be able to demonstrate :
An MsC or PhD in a quantitative field including Computer Science, Physics, Financial Engineering etc.
Exceptional technical skills covering but not limited to Matlab, R, VBA, C++, SQL and Python.
Experience in a similar role with a strong track record is Essential.

My client is looking to move extremely quickly therefore all applicants must apply as soon as possible. This is an expanding team therefore career progression and the possibility to move internally with ease is a real possibility.

This is a successful company and therefore the salary will be competitive. Interviews are taking place currently 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.