I am currently working with a $16BN AUM Hedge Fund that is actively looking to expand its Global Macro business and are looking for exceptionally strong Quantitative Researchers to join one of their PM teams within the space.
They are looking for exceptionally strong Quantitative Researchers who have experience within Rates, FX, Commodities, or Futures to work directly with the PM to focus on the development of mid-frequency alpha strategies. This is an excellent opportunity for an individual who is looking for a new challenging role that will provide dynamic exposure within a collaborative and competitive environment.
- Research and develop mid-frequency systematic strategies covering Rates, Futures, FX, Commodities, etc. from signal generation to implementation
- Develop and maintain trading tool for the desk, as well as work to research and implement new tools for trading and portfolio construction
- Conduct backtesting on systematic strategies as well as improve existing strategies and portfolio optimization
- 3+ years of buyside quantitative research experience across Rates, Fixed Income, FX, Commodities, or Futures
- Prior experience within alpha research, strategy development, portfolio construction, and portfolio optimization
- Master's or PhD degree from a top university within a quantitative field (Physics, Mathematics, Computer Science, Financial Engineering, etc.)
- Demonstrate exceptionally strong quantitative, problem solving and programming skills in Python or C++