Sunday, 19 January 2014

Research in Quantitative Investment Management in Monaco

Our client an experienced team based in Monaco is launching a product with an existing and successful track record and is now seeking Researchers to join the team. Our client is an investment advisor that deploys a quantitative methodology in the trading of financial futures. This is an exciting opportunity to join a fast growing European Hedge Fund.

We are looking for top class mathematics qualification or other technical discipline, with a PhD, to work in the area of computational finance. The objective is to help develop the suite of models, structure and execution methodology to maintain a winning edge. In addition, the role requires statistical analysis of the portfolio, risk analysis, involvement in the portfolio management and execution process including monitoring and analyzing daily transactions.

Fluent in French & English
  • The successful candidate should have very good quantitative skills, with outstanding analytical problem solving and programming abilities. 
  • If you have 3 or more years of Hedge Fund or derivatives experience, you may qualify for a more senior role.
  • Our client offers a stimulating environment with exciting personal growth and long-term career opportunities
  • Our client offers an excellent remuneration and benefits package
To apply, please forward your CV together with a covering letter demonstrating your skills and abilities based on the job description & requirements to: | | Tel (+357) 22 26 95 30
Please note only applications which fulfill the above criteria in relation to skills, qualifications & experience and apply as requested, will be considered for the position.