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- Tasks: Develop and implement innovative quantitative models for global macro futures markets.
- Company: Join a prestigious multi-platform Hedge Fund with a global presence.
- Benefits: Enjoy a dynamic work environment with opportunities for collaboration and growth.
- Other info: Anonymous application process available for those who want to discuss before applying.
- Why this job: Be at the forefront of quantitative research and strategy development in finance.
- Qualifications: 2-5 years in trading, advanced degree in a quantitative field, strong programming skills required.
The predicted salary is between 43200 - 72000 £ per year.
Job Description
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.
Due to demand, we are advertising this role anonymously. If you would prefer to speak to someone before submitting a CV, please send a blank application to the role and someone will be in touch to discuss.
We can only respond to highly qualified candidates.
Systematic Macro Quantitative Researcher | Multi-Strat Hedge Fund - eFinancialCareers 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 - eFinancialCareers
✨Tip Number 1
Familiarise yourself with the latest trends in quantitative research and macroeconomic analysis. 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 strategies. Attend relevant conferences or webinars to make connections and gain insights that could give you an edge.
✨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.
✨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 achieved to demonstrate your expertise.
We think you need these skills to ace Systematic Macro Quantitative Researcher | Multi-Strat Hedge Fund - eFinancialCareers
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: Write a compelling cover letter that outlines your passion for systematic macro research. Discuss your understanding of macroeconomic relationships and how your skills align with the responsibilities of the role.
Showcase Relevant Experience: In your application, detail your previous roles in high-performance trading environments. Provide examples of successful quantitative strategies you have developed and implemented, particularly in macro futures markets.
Highlight Technical Skills: Clearly list your technical skills, especially in statistical analysis, econometrics, and machine learning. Mention any specific tools or methodologies you are proficient in, as this will demonstrate your capability to handle the data analysis required for the 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 utilised statistical, econometric, or machine learning techniques to solve complex problems.
✨Demonstrate Data Analysis Proficiency
Expect questions about your ability to analyse large datasets. Share examples of how you've extracted predictive signals from macroeconomic indicators or market prices, and be ready to discuss the tools and methodologies you used.
✨Discuss Model Implementation Experience
Talk about your collaboration with technology and trading teams in building and implementing quantitative models. Provide insights into how you optimised these models for live trading environments and adapted them to changing market conditions.
✨Understand Risk Management Principles
Prepare to discuss your approach to risk management in trading strategies. Be ready to explain how you've developed risk models and assessed risks under various market scenarios, showcasing your understanding of the importance of risk in quantitative trading.