Quantitative Portfolio Manager - Fixed Income Quantitative Portfolio Manager - Fixed Income …

Selby Jennings
in London, United Kingdom
Permanent, Full time
Last application, 03 Dec 21
Negotiable
Selby Jennings
in London, United Kingdom
Permanent, Full time
Last application, 03 Dec 21
Negotiable
A rapidly-growing quantitative hedge fund in London that are looking for a Quantitative PM to help build out their fixed income trading efforts. A successful live trading track record of at least two years is required.

Responsibilities:

  • Research, develop and implement systematic trading strategies across the fixed income space
  • Analyzing data sets to optimize portfolio allocation and trade multiple fully systematic strategies
  • Active portfolio rebalancing and trading given market conditions
  • Market microstructure research and alpha signal research

Requirements

  • A live track record of at least one year trading fixed income
  • Programming and quantitative skills particularly in Python
  • Masters degree or PhD in a computational field
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