Quantitative Traders, Researchers, Portfolio Managers, High Frequency
Posted on Jan 24, 2019 by Paragon Executive
We would like to talk with candidates who have successful quantitative strategies for a variety of asset classes including, Currency, Equities, Fixed income, Statistical Arbitrage, High Frequency Trading, Long Short Equities, Futures and related derivatives in the Global Market place.
• Min 3-10 years of relevant Hedge Fund industry experience. Experience in Intraday/ high frequency trading and long short equities expertise. Ideally gained from working for a leading Systematic Hedge Fund or Global Quantitative Alternative Asset Manager as a PM, Sub PM or Researcher.
• MS / PhD in science, math, engineering, statistics or similar.
• Excellent investment track record with proven ability to work in a team-oriented investment process.
• Expertise in alpha research, portfolio construction, optimization, risk management, trade execution and Portfolio Management.
• Ability to deploy and manage a strategy from inception.
• Recent track record, generating >$10m P&L with a Sharpe of 1.5 +
"Excellent Financial Package, to include Sign on and guaranteed bonus and excellent base and payout$"
To discuss these unique and exciting opportunities further and to obtain a full job specification, please contact our retained executive search consultants.
Thomas Hennelly | Executive Search Consultant | PARAGONalpha*
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For more information please seeOur client a leading Global Systematic Hedge Fund with $14Bln AUM is now hiring dynamic Quantitative Portfolio Managers, Traders ,Sub PM's, Researchers and Tech Analysts to join their growing and expanding high profile international teams, roles based in Dublin, New York, Singapore, Hong Kong, and London.