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Quantitative Portfolio Manager

Selby Jennings Hong Kong
Mise en ligne il y a 11 jours Au bureau CDI Negotiable
Selby Jennings is a leading specialist recruitment firm for banking and financial services.

Responsibilities

  • Alpha research and strategy development
  • Manage risk and optimise return of portfolios

Requirements

  • Solid research and risk management experience in either HFT, Equities, Crypto, 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
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Référence  PR/413931
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