My Client is looking to expand the Quantitative Equity Research team in their Swiss offices. You will be mentored by the head of Quantitative equities…My Client is looking to expand the Quantitative Equity Research team in their Swiss offices. You will be mentored by the head of Quantitative equities and working alongside two senior quantitative researchers, working on a multi strategy frame work.
The Candidate:
A PhD or an MsC in Computer Science or Computational Finance is very important. An internship in a similar field, or Developer/IT related role would be desireable.
Strong programming skills are essential for this role.
The Role:
Working as a junior in the Quantitative Equity Team working alongside a mentor and senior Quantitative Researcher, developing successful portfolio construction strategies for different products; including long-only core, long-only aggressive, long/short, market neutral and long/short alpha extension strategies;
- Generating new investment ideas using pure quantitative research; Generating and back testing trading signals; Working on a range of risk management systems;
This role will offer you the opportunity to move into an extremely strong organization that has a proven record of success. You will have an excellent opportunity to work within a leading global team and should therefore be looking to take management responsibility and work with colleagues who are renowned for success in this space.
This is a successful company and therefore the salary will be competitive.The level of the hire depends upon your competency in interview. Interviews are taking place currently therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to strategy@selbyjennings.com or visit our Website, http://www.selbyjennings.com. ALL CVs must be submitted in word format.
Type: Full-time
Location: Switzerland
Category: Quantitative Analysis Jobs
Apply Email: strategy@selbyjennings.com
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