Selby Jennings
Senior Macro & Futures Quant PM: Scale High-Impact Strategies
Selby Jennings, Norwalk, Iowa, United States, 50211
A prestigious global hedge fund is seeking a Consultant for Quantitative Research and Trading to develop systematic macro strategies and contribute to the research and trading pipeline. Suitable candidates will have advanced degrees and 5+ years' experience in macro strategies, particularly in FX and futures. Strong coding skills in Python, R, Matlab, C++, or C# are essential. This is an opportunity for mid-senior level professionals to join a high-quality firm focused on collaboration and innovation.
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