A top +$15Bn AuM global fund is interested in expanding their coverage in the macro space and are looking for impressive PMs/ senior Quantitative Researchers to support that effort.
This is a well-resourced firm, where they are keen to bring on autonomous systematic risk-takers with demonstrated success in the cross-asset macro space.
The ideal candidate with have a track of several years and extensive exposure to futures, FX, and alternative data. They are looking for someone with experience working in a highly technical team and strong communication skills.
The fund prides itself on its high-quality data, robust infrastructure, and a healthy work-life balance. They are highly collaborative and keen to provide a platform for quantitative researchers who are looking to leverage their research and trading expertise while potentially develop some client-facing skills.
Responsibilities
- Developing systematic macro strategies, with responsibility from idea generation to deploying.
- Supporting with feature-extraction methods, transforming unstructured market, text, and sentiment data into signals.
- Managing the portfolio's risk limits, and leading on portfolio construction and optimisation.
- Contributing to the research and trading pipeline, including Risk and Factor Modelling.
Requirements
- Advanced degree in a quantitative field such as Mathematics, Physics, Statistics, or Engineering from a top ranked university.
- 7+ years' experience with systematic macro strategies, specifically experience with credit, FX, futures, and index.
- Demonstrated ability to harness large datasets to find alpha signals.
- Expensive exposure to alternative and fundamental data.
- Capacity to excel in a fast-paced environment.
- Strong coding skills in at least one of the following programming languages: Python, R, Matlab, and /or C++, C#.
If interested, please apply via the link. Due to high volume of applications, additional time may be needed for suitable applicants to receive a response.
