Selby Jennings is a leading specialist recruitment firm for banking and financial services.
Our client is an Asia based Quantitative Hedge Fund Manager looking to hire a Quantitative Portfolio Manager/Senior Quantitative Researcher in Hong Kong. They have a strong preference for individuals who have experience in Global CTA strategies.
- Conduct alpha research and strategy development with a focus on idea generation, back testing on Global CTA.
- Manage risk and optimise return of CTA portfolios
- Lead a team to perform extensive quantitative analysis
- Solid research and risk management experience in Global CTA.
- PhD Degree in a Quant related subject. Masters/Bachelors are welcome too with strong working experience
- Proven track record of developing strategies in the relevant space
- Proficiency with C++ or Python