An Internal Hedge Fund operating out of a US Bank is poised to take a market leading position within the Systematic, Statistical Arbitrage and Index Arbitrage space as it combines all quantitative trading efforts across equities, equity index, fixed income bonds, interest rates, commodities and futures.



The pooling of resources into a small, dedicated and collaborative team will create a formidable force in the market place and represents a fantastic opportunity for talented quants to work within an unrestricted multi-asset remit. Intellectual curiosity combined with successful strategies within the ultra-high frequency, statistical arbitrage and fundamentally based multifactor modeling strategies spaces are highly sought. Please get in touch to learn more.



Michael@selbyjennings.com

00 44 (0)207 019 4137

qfm@selbyjennings.com

www.selbyjennings.com