Our client, a $10Bln Multi - Strategy fund with offices in London & New York, hope to add a Sub PM/ Assistant PM to one of their London based teams for a Q4 2020 start.
The role will involve working alongside a senior PM who has over 15 years of experience in various platforms.
- Managing all aspects of the research process, including methodology selection, data collection and analysis, prototyping, backtesting, and performance monitoring.
- Improvement of existing strategies.
- Portfolio optimization.
- Contributing to the continuous improvement of the investment process and the team’s research and trading infrastructure.
- MS or PhD in finance, computer science, mathematics, physics, or other quantitative discipline.
- 5 - 8 years of experience researching systematic macro strategies.
- Strong programming skills with a high level of proficiency in Python.
- Experience researching rates & FX strategies.
- Experience with interest rate swaps, and/or foreign exchange.
- Strong analytical and quantitative skills.
- Willing to take ownership of his/her work, working both independently and within a small team.
For more information on the role, please feel free to reach out to our consultant, Tom, on firstname.lastname@example.org