Macro Quantitative Researcher/Trader

Selby Jennings
London
2 days ago
Create job alert

A Tier 1 Hedge Fund is currently looking for a Systematic Quant Researcher to support a senior Macro PM. Product coverage is mainly rates, futures, RV. This is a chance to be part of a pod-like team structure. The role will have a few components: Alpha generation, statistical market research, and blue-sky idea generation.


The team are looking for a candidate with 4+ years of experience supporting a PM or working in a fund structure. There is a clear pathway to a Sub-PM seat in this team.


Responsibilities:

  • Macro Market Data Analytics
  • High Quality predictive signals
  • Research (Rates Market Research, Back-testing strategies, Systematic Signal generation, ML tool builders, Idea generation)


Requirements:

  • Advanced degree (MSc/PhD) in either Statistics or Mathematics
  • Strong product knowledge of Rates or FX is preferred, candidates from Credit and Equities will be considered
  • Strong Object-oriented programming skills in expertise-level code base. Python, R, MATLAB and/or C++, C#
  • Strong Communication Skills and proven ability to understand requirements of traders and quickly generate solutions

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