Tactical asset allocation- San Diego

My client, a $1bn AUM Asset Manager is expanding due to a period of sustained success.

 The company has a 9 year track record, and is comprised of some of the most successful PMs on the west coast. A newly created position is now available, reporting directly to the CEO and founder of the fund. As its next stage of evolution, the firm is developing an internal hedge fund, in which this role will be pivotal. They are looking for an individual who can cross the boundaries of the internal hedge fund as it is grown and still perform the more asset management focused responsibilities. Therefore, a candidate with experience in global tactical asset allocation, systematic strategies research and macro portfolio management is ideal.

Responsibilities:

You will be responsible for research and development of macro systematic strategies

Building screens, back testing strategies

Responsible for developing your own investment themes within the macro space as well as determining the best implementation strategy.

Requirements:

At least five years relevant experience as a portfolio manager or tactical asset allocation strategist in the investment management industry and must also possess a strong academic background in an economics/ finance degree with exposure to Econometrics.

Please Note:  Visa sponsorship is not being offered for this role,  relocation is assisted but candidates Must be willing to move to the west coast.

This will offer the chance to work in a reputable fund and will provide an excellent platform to advance a career within portfolio management.

Interviews are currently taking place, therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to qfm@selbyjennings.comor visit our Website, www.selbyjennings.com. ALL CVs must be submitted in word format.