Global Asset Allocation Quantitative Researcher – VP/SVP

Selby Jennings
9th October 2018
622 Third Avenue, Floor 6, New York, New York
Job Type
$300,000-399,999, $400,000-499,999, $500,000-999,999, $1m+
Preferred Academic Qualification
PhD, DPhil
Recruiter/Employer Name
Tyler Robinson - Selby Jennings


Asset Allocation Quantitative Strategy Development

A client of ours is looking for a quantitative strategist to join their team in analyzing asset allocation techniques and providing a basis for revenue generation of their strategies. The firm is a top tier asset management firm based in New York and is expanding organically in order to keep up with the market’s demands. They operate in a multi asset class framework and are looking for an individual to come on board with a strong desire to drive strategies towards profitability that will allow them to sustain their ranking amongst asset management firms.

Responsibilities will include:

  • Systematic development of multiple asset class strategies. Preferably Fixed Income or Commodities
  • Collaboration with team members in order to foster intuitive ideas backed up by quantitative research
  • Factor modelling and collaboration with senior economists in order to generate alpha ideas
  • Delivery and presentation of research and strategic ideas to CIO and other executive Portfolio Managers

Qualified candidates should possess:

  • 3-5 years of experience working as quantitative researcher in a multi-asset environment
  • Strong programming skills in Matlab or Python
  • Prior experience in a top tier hedge fund or asset management firm
  • Master’s degree in a quantitative field from a top tier university, PhD preferred
  • Ability to collaborate in a team environment and execute strategies effectively
  • Excellent communication skills

If there is an interest in the above position, please click the APPLY NOW button below.


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