Quantitative Portfolio Managers, Traders, Sub PM's, Researchers
Tokyo (Japan based or must be open to relocate)
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 >$3m P&L with a Sharpe of 1.5 +
"Excellent Financial Package, to include Sign on and guaranteed bonus and excellent base and payout$"
To discuss these unique and exciting opportunities further and to obtain a full job specification, please contact our retained executive search consultants.
“You’re the specialist in your sector, We’re the specialist in recruitment"