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For Companies At a Glance
- Tasks: Conduct systematic research on global macro and futures markets to develop innovative trading strategies.
- Company: Join a leading hedge fund in London known for its collaborative and high-performing team.
- Benefits: Enjoy growth opportunities, exposure to cutting-edge research, and a chance to impact global trading strategies.
- Why this job: Be part of a dynamic environment where your work directly influences investment strategies and market outcomes.
- Qualifications: MSc in a quantitative field required; 2-5 years of experience in systematic strategy research preferred.
- Other info: Strong programming skills in Python, R, or MATLAB are essential for this role.
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
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 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 provide valuable insights and connections that may lead to job opportunities.
✨Tip Number 2
Stay updated on the latest trends in cross-asset markets and macroeconomic modeling. Being knowledgeable about current market conditions and innovative strategies will help you stand out in conversations with potential employers.
✨Tip Number 3
Consider participating in relevant online forums or communities focused on quantitative finance and systematic trading. Sharing your insights and learning from others can enhance your visibility and credibility in the field.
✨Tip Number 4
If you have access to any proprietary tools or datasets, be prepared to discuss how you've utilized them in your previous roles. Demonstrating your hands-on experience with data analysis and strategy development can significantly strengthen your candidacy.
We think you need these skills to ace 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 macroeconomic modeling.
Craft a Strong Cover Letter: In your cover letter, express your passion for systematic research and how your skills align with the firm's focus on medium-term strategies. Mention specific programming languages you are proficient in, such as Python or R.
Showcase Relevant Projects: If you have worked on projects related to trading strategies or data analysis, include them in your application. Describe your role and the impact of your work on the outcomes of those projects.
Highlight Collaboration Skills: Since the role involves collaboration with portfolio managers and researchers, emphasize your teamwork experiences. Provide examples of how you have successfully worked in a team to develop or refine trading strategies.
How to prepare for a job interview at Octavius Finance
✨Showcase Your Technical Skills
Be prepared to discuss your programming experience in Python, R, or MATLAB. Highlight specific projects where you've applied these skills to develop models or analyze data, as this will demonstrate your technical proficiency.
✨Demonstrate Your Understanding of Macro Trends
Familiarize yourself with current macroeconomic trends and how they impact cross-asset markets. Be ready to discuss your insights and how you would apply them to systematic strategy research.
✨Prepare for Case Studies
Expect to work through case studies or practical problems during the interview. Practice analyzing datasets and developing trading strategies based on hypothetical scenarios to showcase your analytical thinking.
✨Emphasize Collaboration Experience
Since collaboration with portfolio managers and researchers is key, share examples from your past roles where teamwork led to successful outcomes. This will highlight your ability to work effectively in a high-performing team.
