Description

A prestigious, global, macro hedge fund with +$15Bn AuM is looking for senior quantitative researchers to grow their London office.

The fund is looking for candidates with experience deploying mid-frequency systematic macro strategies with strong Sharpe ratios. They are especially interested in candidates with experience in futures and FX strategies.

The hedge fund prides itself on its high-quality data, robust infrastructure, and competitive salaries. They are highly collaborative and keen to provide a platform for senior quantitative researchers/ sub-PMs who are looking to scale their strategies.

Responsibilities

• Developing systematic macro strategies, with responsibility from idea generation to backtesting.
• 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.
• 5+ years' experience with macro strategies, specifically experience wih FX and futures.
• Demonstrated ability to harness large datasets to find alpha signals.
• 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.