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- Tasks: Develop and implement innovative quantitative models for global macro futures markets.
- Company: Join a prestigious multi-platform Hedge Fund known for its dynamic and collaborative environment.
- Benefits: Enjoy opportunities for remote work and access to cutting-edge technology and resources.
- Why this job: Be part of a team that drives impactful trading strategies and enhances market efficiency.
- Qualifications: 2-5 years in trading, advanced degree in a quantitative field, and strong programming skills required.
- Other info: Anonymous application process available; connect with us for more details before applying.
The predicted salary is between 43200 - 72000 £ per year.
Our client, a globally established and highly prestigious multi-platform Hedge Fund, are seeking a Systematic Macro Quant Researcher to work with a new Portfolio Manager within their Systematic business. In this dynamic and collaborative role, you will be responsible for developing and implementing cutting-edge quantitative models and strategies across global macro futures markets (excluding commodities).
Key Responsibilities:
- Quantitative Research & Strategy Development: Conduct rigorous quantitative research to identify market inefficiencies and develop systematic trading strategies. Utilize statistical, econometric, and machine learning techniques to model macroeconomic relationships and forecast asset prices.
- Data Analysis & Signal Generation: Analyse large and complex datasets, including macroeconomic indicators, market prices, and alternative data sources, to extract predictive signals. Employ advanced data science methodologies to enhance the robustness and accuracy of models.
- Model Implementation & Optimization: Collaborate with the technology and trading teams to build and implement quantitative infrastructure, models and strategies in a live trading environment. Continuously optimize and refine models to adapt to changing market conditions.
- Risk Management: Work closely with risk management teams to assess and manage the risks associated with trading strategies. Develop risk models that account for various market scenarios and stress conditions.
Requirements:
- 2-5 years’ experience in a high-performance trading environment, ideally on the buyside.
- Experience of developing and implementing successful quantitative trading strategies, preferably within macro futures markets.
- Advanced (Ph.D. or Master's) degree from a top-tier institution, in a quantitative discipline such as Economics, Finance, Mathematics, Statistics, Computer Science, or a related field.
- Strong programming skills in Python, R, or a similar language, and the ability to write clean code.
- Experience with statistical analysis, econometrics, and machine learning techniques.
- Proficiency in working with large datasets and data analysis tools.
Systematic Macro Quantitative Researcher | Multi-Strat Hedge Fund employer: eFinancialCareers
Contact Detail:
eFinancialCareers Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Systematic Macro Quantitative Researcher | Multi-Strat Hedge Fund
✨Tip Number 1
Familiarise yourself with the latest trends in macroeconomic research and quantitative trading strategies. This will not only help you understand the role better but also allow you to engage in informed discussions during interviews.
✨Tip Number 2
Network with professionals in the hedge fund industry, especially those working in systematic macro roles. Attend relevant conferences or webinars to make connections and gain insights that could give you an edge in your application.
✨Tip Number 3
Brush up on your programming skills, particularly in Python or R. Consider working on personal projects or contributing to open-source projects that showcase your ability to develop quantitative models and handle large datasets.
✨Tip Number 4
Prepare to discuss specific quantitative strategies you've developed or worked on in the past. Be ready to explain your thought process, the methodologies used, and the outcomes, as this will demonstrate your practical experience and analytical skills.
We think you need these skills to ace Systematic Macro Quantitative Researcher | Multi-Strat Hedge Fund
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights relevant experience in quantitative research and trading strategies. Emphasise your programming skills in Python or R, and any specific projects that demonstrate your ability to analyse large datasets.
Craft a Strong Cover Letter: In your cover letter, explain why you are interested in the role and how your background aligns with the responsibilities outlined in the job description. Mention your experience with macroeconomic analysis and any successful strategies you've developed.
Showcase Your Technical Skills: Include specific examples of your proficiency in statistical analysis, econometrics, and machine learning techniques. If you have worked on projects involving predictive modelling or risk management, be sure to highlight these.
Proofread and Edit: Before submitting your application, carefully proofread your documents for any errors or inconsistencies. A polished application reflects your attention to detail, which is crucial in a quantitative research role.
How to prepare for a job interview at eFinancialCareers
✨Showcase Your Quantitative Skills
Be prepared to discuss your experience with quantitative research and strategy development. Highlight specific projects where you identified market inefficiencies and successfully implemented trading strategies, especially in macro futures markets.
✨Demonstrate Data Analysis Proficiency
Expect questions about your ability to analyse large datasets. Share examples of how you've used statistical, econometric, or machine learning techniques to extract predictive signals from complex data sources.
✨Discuss Collaboration Experience
Since this role involves working closely with technology and trading teams, be ready to talk about your collaborative experiences. Provide examples of how you've worked with others to build and implement quantitative models in a live trading environment.
✨Prepare for Risk Management Questions
Understand the importance of risk management in trading strategies. Be prepared to discuss how you've assessed and managed risks in previous roles, including any risk models you've developed that account for various market scenarios.
