Global Asset Manager in London seeks a Quantitative Analyst to drive alpha research, model innovation and research infrastructure within a systematic macro framework across rates, FX and commodities. You will blend signal discovery, model development and collaboration with investment teams.
The role emphasizes building and calibrating macro models, testing signals, and delivering rigorous research notes while improving the team’s codebase and data infrastructure to support investment decisions.
#J-18808-Ljbffr
Quantitative Macro Strategist – Systematic Alpha employer: Logansinclair
Logansinclair is an exceptional employer located in the vibrant city of London, offering a dynamic work culture that fosters innovation and collaboration. Employees benefit from comprehensive growth opportunities, including professional development and networking at industry events, while being part of a team that values strategic partnerships and client engagement. With a commitment to quality and excellence, Logansinclair provides a rewarding environment for those looking to make a meaningful impact in their careers.
