Global Hedge Fund Recruitment Consultant
Our client, a leading Global Hedge Fund, is now hiring a Quantitative Credit Analyst to join a newly hired team for their London office.
The role will involve research, idea & strategy creation and risk/alpha generating alongside a highly talented and successful portfolio manager.
This is a chance to join one of the world's top hedge funds and dramatically increase your earning potential. Our client has one of the best performance and award structures globally, including strong sign on and guaranteed bonuses and is also well regarded for its strong training and collaborative team based culture.
- 2+ years of relevant research experience. Ideally gained from working for a leading Hedge Fund or Global Quantitative Alternative Asset Manager or Proprietary Trading Firm as a Researcher.
- Experience working with Quantitative Credit strategies.
- Proficient in programming language Python
- MS / PhD in science, math, engineering, statistics or similar.
- Expertise in generating alpha, strategies and Portfolio Research.
For more information and to obtain a full job spec