Job Offer Finance Quantitative strategist/Co-portfolio manager-Los Angeles-USA selby-jennings Financial Engineering, Mathematical Finance, Financial IT, Quantitative Finance.

A leading hedge fund is aggressively expanding its quantitative equity portfolio team and is looking to bring on a senior equity strategist.
You must have a strong academic background with an Msc or PhD in mathematics or equal, the hire will be at VP level but exceptional associate level candidates will also be considered.
You must be familiar with using a TOP-DOWN and a Fundamental approach as well as a quantitative approach.
The successful candidate should consider him/her self as a skilled macro analyst with an extensive background in equity asset allocation and portfolio construction analysis and have a proven track record for developing alpha strategies within the U.S. market.

The role will involve:
-Building and back-testing stock selection models,
-Develop asset allocation models,
-Co-manage equity portfolio.

If you are looking for a career switch and have I interested in continuing in the quantitative research space, but with greater responsibility within the organization, and the ability to either directly manage capital or to have more external client interface this is a great opportunity for you.
Since the team is growing you will be a front person and will in the near future be part of the portfolio implementations and trades.
Please apply directly to mail or visit our website at www.selbyjennings.com

Apply by email.
Please do not modify the subject of the mail or your application will not be considered.