My client, a leading financial institution is looking for an exceptional quantitative analyst due to continued success in the first half of the year. The role involves developing the research platform as well as building out the quantitative research team. The role requires a highly quantitative background including a focused academic background as well as experience up to Vice President level. The role involves portfolio construction, optimization as well as developing stock selection models. The successful candidate will have a background in factor research, construction of multi factor models, asset allocation models, and will ideally have had exposure to emerging markets.

Responsibilities:

- Construction of factor backtests for quintile analysis and alpha generation.

- Developing successful portfolio construction strategies for different products; including long-only core, long-only aggressive, long/short, market neutral and long/short alpha extension strategies;

- Building cross sectional and time series risk and forecast models for optimization and trade simulations

This role will offer you the opportunity to move into an extremely strong organization that has a proven record of success. You should expect to be working in a highly commercial organization therefore should be able to adapt quickly to the fast paced trading floor environment.

This is a successful company and therefore the salary will be competitive.The level of the hire depends upon your competency in interview. Interviews are taking place currently therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to qfm@selbyjennings.com or visit our Website, www.selbyjennings.com. ALL CVs must be submitted in word format.