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Quantitative Portfolio Manager - European Equities - Limassol, Cyprus

Quantitative Portfolio Manager - European Equities - Limassol, Cyprus

Location

Limassol, Cyprus

Start date

1st Qtr 2009

Position type

Perm

Duration

Perm

Remuneration

Best In Europe

Job Ref

JB QPM

An experienced Quantitative Portfolio Manager with both research and implementation skills is needed to join a Hedge Fund based in Cyprus. You will have prior product development experience in developed markets as well as good leadership skills, the ability to work independently and drive results. This is one of the best Portfolio Manager Quantitative opportunities in Europe at this time and while making a direct, significant contributions to the success of the desk you will also be able to further develop your proprietary trading strategies.

This position will suit a Quantitative Portfolio Manager that is looking for progression in their career and control of their destiny within a stable and progressive fund.

The role will suit candidates with:
Specific personal skills:

At least 7 years experience as a quantitative portfolio manager
Experience with modeling and configuration of large-scale problems
Attention to detail and good judgment and timely decision making abilities are critical
Strong organization skills and the ability to work on multiple projects simultaneously
Outstanding Programming and development skills, preferably including C/C++ and MATLAB or other modeling languages
PhD in mathematics or mathematical sciences
Advanced degree in a quantitative discipline
Experience in optimization techniques, including non-linear optimization and integer programming techniques

For a detailed conversation please contact Jason Butler on +44 (0) 870 111 7800 or email on jbutler@recruitassociates.com