A multi billion dollar hedge fund will a huge global presence is looking to add to their equity quant research team in London.
The team currently producing quantitative solutions across all of the investment process from Stock selection to asset allocation and portfolio construction and is currently one of the most profitable buy side platforms in this space therefore you must have an excellent track record and reputation on quantitative research. 
 
You will be fully involved in the design of active trading strategies for the traders and your bonus will have a direct line to the success of these strategies, thus providing you will a % of the P&L.
You should have previous experience.

Role:
-Building single-stock systematic trading strategies,
-Creating global trading models/ derivatives-focused arbitrage models,
-Monitoring European equity markets and provide insights to the firm's clients and sales force,
-Formulate quantitative strategy for European equity markets,
-Develop quantitative stock selection model for European equities,
-Design, build, and manage database infrastructure for quantitative research in European equities,
-Proficiency in using proprietary equity research modeling platforms and developing models in Matlab.
 

Skills:
The level of this hire is dependant upon candidate performance within interview however ideally you should already be at associate/VP level in a successful Buy/sell side team.
There are also possibilities for the fund to make more than one hire however interviews are currently taking place therefore applications must be received immediately.
Utmost confidentiality assured. Please apply directly to mail or visit our Website, www.selbyjennings.com