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Quantitative Researcher – Macro Systematic Strategies

Eka Finance
London
1 day ago
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Key Responsibilities:

  • Design and develop systematic trading strategies with holding periods ranging from intraday to several weeks, with a focus on macro-driven relative value or CTA (Commodity Trading Advisor) approaches .
  • Conduct in-depth quantitative research and signal generation using advanced statistical and machine learning techniques to identify inefficiencies in macro markets.
  • Implement, back-test, and optimize systematic models to ensure robustness and adaptability to changing market conditions.
  • Leverage extensive experience in macro asset classes and systematic trading to refine risk management and portfolio construction techniques.
  • Stay ahead of market developments and advancements in quantitative finance, integrating cutting-edge methodologies into the research process.
  • Work closely with trading, risk, and technology teams to align research insights with business objectives.
  • Utilize Python and relevant data science/machine learning libraries to develop, test, and deploy strategies efficiently.

Qualifications & Experience:

  • 5+ years of direct experience in macro systematic trading , with a proven track record in quantitative research or trading across commodities, FX, rates, or equity indexes .
  • Strong background in mid to low frequency systematic strategies , particularly macro-focused relative value or CTA trading .
  • Advanced degree (Master’s or PhD) in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering .
  • Expertise in Python and proficiency in handling large datasets, statistical modeling, and machine learning techniques.
  • Deep understanding of macro market dynamics, quantitative finance, and numerical techniques relevant to systematic trading.
  • Strong problem-solving abilities and experience in handling complex data analysis and model development .
  • Excellent communication skills, with the ability to articulate research findings to both technical and non-technical stakeholders.
  • Ability to work effectively within a collaborative, high-performance research team.

This role offers the opportunity to apply macro systematic expertise within a cutting-edge quantitative research environment. If you have a strong background in macro systematic trading strategies and are passionate about developing innovative quantitative models, we encourage you to apply.

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