Portfolio Managers Portfolio Managers …

Selby Jennings
in Singapur, Singapore, Singapur
Festanstellung, Vollzeit
Letzte Bewerbung, 07 Apr 20
Negotiable
Selby Jennings
in Singapur, Singapore, Singapur
Festanstellung, Vollzeit
Letzte Bewerbung, 07 Apr 20
Negotiable
We are currently working with a few leading Global Multi-Asset Hedge Funds, trading houses and emerging funds who are hiring dynamic Quantitative & Fundamental Portfolio Managers & Senior Researchers to join their growing and expanding high profile international teams. We have roles based in New York, Hong Kong, Singapore, and London.

We are currently working with a few leading Global Multi-Asset Hedge Funds, trading houses and emerging funds who are hiring dynamic Quantitative & Fundamental Portfolio Managers & Senior Researchers to join their growing and expanding high profile international teams. We have roles based in New York, Hong Kong, Singapore, and London.

We would like to talk with candidates who have successful quantitative strategies for a variety of asset classes including, Currency, Equities, Fixed income, Statistical Arbitrage, High Frequency Trading, Long Short Equities, Futures, Index Arbitrage and unique strategies and ideas.

Requires:

* Min 5 years of relevant Hedge Fund industry experience. Experience in Intraday/ high frequency trading and/Or long short equities expertise. Ideally gained from working for a leading Systematic/Discretionary Hedge Fund or Global Alternative Asset Manager as a PM, Sub PM or Researcher.

* MS / PhD in science, math, engineering, statistics or similar.

* Excellent investment track record with proven ability to work in a team-oriented investment process.

* Expertise in alpha research, portfolio construction, optimization, risk management, trade execution and Portfolio Management.

* Ability to deploy and manage a strategy from inception.

* Recent track record, generating >$3m P&L with a Sharpe of 1.5 + (Essential)

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