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Statistical Arbitrage :, London
- UK - City of London - London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Trading
- 21-04-08
Job Description
This Hedge Fund successfully span-out from a US Bank and will take a market leading position within the Systematic, Statistical Arbitrage and Index Arbitrage space as it combines all quantitative trading efforts across equities, equity index, fixed income bonds, interest rates, commodities and futures. The pooling of resources into a small, dedicated and collaborative team will create a formidable force in the market place and represents a fantastic opportunity for talented quants to work within an unrestricted multi-asset remit. Intellectual curiosity combined with successful strategies within the ultra-high frequency, statistical arbitrage and fundamentally based multifactor modeling strategies spaces are highly sought:
Overview:
Arguably one of the most successful etrading business models on Wall Street
Full quantitative support: Algorithmic Execution, Electronic trading and Trading Analytics and systematic proprietary alpha generation
Comprehensive product remit including Equities, Fixed Income, FX and derivative products
A Global business with global coverage - significant operations in New York, London and Hong Kong – opportunities for relocation/travel
A collaborative collegiate environment combined with a clear and driven objective
Required Qualifications:
Quantitative post-grad education – Mathematics, Statistics, Physics, Engineering, Econometrics, Finance
Significant live trading (or back-tested) performance returns
A proven background in driving the quantitative analysis and the modeling of high frequency data, liquidity, flow and volatility.
Expertise in the development and the implementation of proprietary systematic trading strategies.
The ability and drive and determination to join an ambitious business intent on increasing market share and coverage within an immediate timeframe
If you are looking to work in a collaborative and cutting edge environment where you have the freedom to contribute with a number of research and alpha generating areas and your remuneration is commensurate with your performance – the team is keen to here from you.
qfm@selbyjennings.com
Michael@selbyjennings.com
00 44 (0)207 019 4137
www.selbyjennings.com
Overview:
Arguably one of the most successful etrading business models on Wall Street
Full quantitative support: Algorithmic Execution, Electronic trading and Trading Analytics and systematic proprietary alpha generation
Comprehensive product remit including Equities, Fixed Income, FX and derivative products
A Global business with global coverage - significant operations in New York, London and Hong Kong – opportunities for relocation/travel
A collaborative collegiate environment combined with a clear and driven objective
Required Qualifications:
Quantitative post-grad education – Mathematics, Statistics, Physics, Engineering, Econometrics, Finance
Significant live trading (or back-tested) performance returns
A proven background in driving the quantitative analysis and the modeling of high frequency data, liquidity, flow and volatility.
Expertise in the development and the implementation of proprietary systematic trading strategies.
The ability and drive and determination to join an ambitious business intent on increasing market share and coverage within an immediate timeframe
If you are looking to work in a collaborative and cutting edge environment where you have the freedom to contribute with a number of research and alpha generating areas and your remuneration is commensurate with your performance – the team is keen to here from you.
qfm@selbyjennings.com
Michael@selbyjennings.com
00 44 (0)207 019 4137
www.selbyjennings.com
- The Team
- zfdgretert45t545etre
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