Fixed Income Quantitative Strategist-Connecticut, USA Emploi, stage, formation en banque finance assurance (BFA), recrutement, DRH

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A very successful Hedge Fund are looking to add a quantitative researcher to their fixed income desk.
The role is a systematic quantitative researcher on the buy side.

The ideal candidate will have a background in FX, and a very strong academic record, with a degree in a quantitative field.
Programming skills are essential, languages including VBA, SQL, C++ are a bit plus.

You must be able to demonstrate experience in and ability to:
-Assist portfolio managers in running optimizations of investment strategies for rebalancing portfolios,
-Perform statistical and economic research on financial data to improve existing and develop new investment strategies,
-Develop and analyze systematic relative value and directional fixed income trading strategies,
-Build proprietary trading tools and applications.

This role will offer you the opportunity to move into an extremely strong organization that has a proven record of success.
You should expect to be working in a highly commercial organization where you will be closely supporting traders and therefore should be able to adapt quickly to the fast paced trading floor environment.

This is a successful company and therefore the salary will be competitive.
The level of the hire depends upon your competency in interview.
Interviews are taking place currently 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.

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