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For Companies At a Glance
- Tasks: Join a dynamic team to conduct systematic research on global macro and futures markets.
- Company: A leading hedge fund in London focused on innovative trading strategies.
- Benefits: Collaborative environment with growth opportunities and exposure to cutting-edge research.
- Why this job: Make a real impact on global trading strategies while working with top professionals.
- Qualifications: MSc in a quantitative field; 2-5 years of relevant experience preferred.
- Other info: Strong programming skills in Python, R, or MATLAB are essential.
The predicted salary is between 43200 - 72000 £ per year.
A leading hedge fund in London is seeking a talented Systematic Researcher to join their growing team. Following the success of a recent hire, the firm is looking to expand its resources in systematic strategy research, with a focus on medium-term, cross-asset technical and macro perspectives.
Key Responsibilities
- Conduct systematic strategy research, focusing on cross-asset global macro and futures markets.
- Develop medium-term technical and macroeconomic models to inform investment strategies.
- Collaborate with portfolio managers and researchers to refine and implement innovative trading strategies.
- Analyze large datasets and create tools to optimize strategy development.
Candidate Profile
- Education: At least an MSc in a quantitative discipline (e.g., Mathematics, Physics, Statistics, Finance, or Computer Science). A PhD is preferred but not required.
- Experience: 2–5 years of hands-on experience in systematic strategy research.
- Buy-side experience is preferred (e.g., hedge funds, asset management firms).
- Sell-side Quantitative Investment Strategies (QIS) experience will also be considered.
- Skill Set:
- Strong technical and programming skills (e.g., Python, R, or MATLAB).
- Expertise in cross-asset markets, futures trading, and macroeconomic modeling.
- A solid understanding of medium-term trading strategies and technical analysis.
Why Join?
- Growth Opportunity: Work within a high-performing team in a collaborative and innovative environment.
- Impact: Contribute directly to the firm’s systematic research initiatives, influencing global macro trading strategies.
- Learning: Engage with cutting-edge research and gain exposure to world-class investment processes.
Apply to quantresearch@octaviusfinance.com
Octavius Finance | Systematic Cross-Asset Global Macro/Futures Researcher – Hedge Fund (London) employer: Octavius Finance
Contact Detail:
Octavius Finance Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Octavius Finance | Systematic Cross-Asset Global Macro/Futures Researcher – Hedge Fund (London)
✨Tip Number 1
Make sure to showcase your experience in systematic strategy research during networking events or informal meetups. Engaging with professionals in the hedge fund space can help you gain insights and potentially get referrals.
✨Tip Number 2
Familiarize yourself with the latest trends in cross-asset macroeconomic modeling. Being able to discuss current market conditions and how they relate to your research can set you apart in conversations with potential colleagues.
✨Tip Number 3
Consider contributing to online forums or communities focused on quantitative finance. Sharing your knowledge and engaging with others can help you build a reputation in the field, making you more visible to recruiters.
✨Tip Number 4
If you have access to datasets, practice developing your own models and strategies. Being able to demonstrate your hands-on experience with data analysis and programming languages like Python or R will be a significant advantage.
We think you need these skills to ace Octavius Finance | Systematic Cross-Asset Global Macro/Futures Researcher – Hedge Fund (London)
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your quantitative education and relevant experience in systematic strategy research. Emphasize any hands-on experience with cross-asset markets and programming skills, particularly in Python, R, or MATLAB.
Craft a Strong Cover Letter: In your cover letter, express your passion for systematic research and how your background aligns with the firm's focus on medium-term trading strategies. Mention specific projects or experiences that demonstrate your expertise in macroeconomic modeling and technical analysis.
Showcase Your Technical Skills: Include examples of your programming projects or tools you've developed that relate to strategy optimization. If you have experience analyzing large datasets, be sure to mention this and describe the impact of your work.
Highlight Collaborative Experience: Since the role involves collaboration with portfolio managers and researchers, provide examples of past teamwork experiences. Discuss how you contributed to innovative trading strategies and the outcomes of those collaborations.
How to prepare for a job interview at Octavius Finance
✨Showcase Your Technical Skills
Be prepared to discuss your programming experience, especially with Python, R, or MATLAB. Highlight specific projects where you've applied these skills in systematic strategy research.
✨Demonstrate Your Understanding of Macro and Futures Markets
Familiarize yourself with current trends in global macro and futures markets. Be ready to discuss how these trends can influence investment strategies and provide examples from your past work.
✨Prepare for Data Analysis Questions
Expect questions that assess your ability to analyze large datasets. Practice explaining your approach to data analysis and the tools you use to optimize strategy development.
✨Collaborative Mindset
Since collaboration is key in this role, be ready to share experiences where you've worked with portfolio managers or researchers. Emphasize your ability to refine and implement innovative trading strategies as part of a team.
