My client, a leading asset manager is looking to add to their team.
The role is for a quantitative portfolio manager developing fixed income and FX strategies across global markets.
The role covers fixed income and FX, the candidate will have a background developing systematic investment strategies. The ideal level of hire is AVP.

The ideal candidate will have:
A strong academic background, reflected in their research interests,
Developing Systematic  Strategies across G10 and Emerging Markets,
In-depth knowledge of quantitative finance and FX strategy is essential,
The necessary programming languages are C++ and R, although the candidate should have a well rounded skill set including other languages such as Matlab.

Responsibilities of the Role:
Managing Systematic Fixed income and FX investment strategies for G10 and emerging markets,
Developing systematic currency trading strategies, as well as back-testing and implementation,
Application of Risk, return methods, and portfolio optimization.

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.