Quantitative Portfolio Strategist

1 week ago

London, Greater London, United Kingdom Selby Jennings Full time
Quantitative Portfolio Manager Role

Selby Jennings is seeking a skilled Quantitative Portfolio Manager to lead the development of systematic strategies across various asset classes.

Key Responsibilities:

  • Design and implement statistical models to identify market inefficiencies and optimize investment portfolios
  • Manage and grow a quantitative investment portfolio, leveraging expertise in programming languages such as Python and/or C++

Requirements:

  • Minimum 5 years of experience in developing systematic strategies with a proven track record and Sharpe ratio
  • Strong academic background in quantitative fields, such as mathematics or computer science
  • Excellent programming skills, with expertise in Python and/or C++

As a Quantitative Portfolio Manager at Selby Jennings, you will have the opportunity to work on a variety of asset classes, including equities and macro, futures, and currencies. You will be responsible for developing and implementing statistical models to identify market inefficiencies and optimize investment portfolios. If you have a strong academic background in quantitative fields and excellent programming skills, we encourage you to apply for this exciting opportunity.

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