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Quantitative Trading : Managed Futures, London
- UK - City of London - London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Trading
- 02-05-08
Job Description
A globally renowned systematic quantitative hedge fund is seeking an experienced senior level hire to run a new proprietary. The hedge fund operates at the cutting edge of the quantitative market and following a recent capital injection, and having consistently out-performed the competition, is looking to launch several new quant-driven funds over the coming year. The environment is collegiate and entrepreneurial with a clear a business agenda and a history of success and innovation:
You should offer:
- A proven track record of success in trading higher-frequency liquid futures
- PhD, MSc or DEA level academics within a Mathematical discipline - Statistics/Econometrics, Computer Science, Statistical Physics and Electrical Engineering.
- Research and professional experience within - Data Analysis, Signal processing, Time series analysis, Bayesian statistics, Kalman filtering, Econometric Financial regression/forecasting modeling and related fields.
- The desire and ambition to work at the cutting edge of quantitative finance and computational research – this is not a 9 to 5 institution and you will be rewarded accordingly.
You will benefit from:
- A highly established, successful and stable Hedge Fund platform with $Multi-billion.
- Unrestrained exposure across all liquid futures.
- Massive bandwidth combined with an established infrastructure including quant research and technical support.
- You will become a significant part of a highly dedicated and prestigious group.
- You will receive exceptional compensation packages with full exposure to the funds trading upside with participation a significant bonus pool.
Please submit your resume to explore further.
qfm@selbyjennings.com
Michael@selbyjennings.com
00 44 (0)207 019 4137
www.selbyjennings.com
You should offer:
- A proven track record of success in trading higher-frequency liquid futures
- PhD, MSc or DEA level academics within a Mathematical discipline - Statistics/Econometrics, Computer Science, Statistical Physics and Electrical Engineering.
- Research and professional experience within - Data Analysis, Signal processing, Time series analysis, Bayesian statistics, Kalman filtering, Econometric Financial regression/forecasting modeling and related fields.
- The desire and ambition to work at the cutting edge of quantitative finance and computational research – this is not a 9 to 5 institution and you will be rewarded accordingly.
You will benefit from:
- A highly established, successful and stable Hedge Fund platform with $Multi-billion.
- Unrestrained exposure across all liquid futures.
- Massive bandwidth combined with an established infrastructure including quant research and technical support.
- You will become a significant part of a highly dedicated and prestigious group.
- You will receive exceptional compensation packages with full exposure to the funds trading upside with participation a significant bonus pool.
Please submit your resume to explore further.
qfm@selbyjennings.com
Michael@selbyjennings.com
00 44 (0)207 019 4137
www.selbyjennings.com
- The Team
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