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Quantitative Researcher in Systematic Macro Strategies
3 months ago
Position Overview:
Our client, a prestigious and globally recognized multi-platform hedge fund, is looking for a Systematic Macro Quantitative Researcher to become a vital part of a newly established team. In this collaborative and innovative environment, you will play a key role in designing and executing advanced quantitative models and strategies that span various global macro markets and asset classes.
Key Responsibilities:
- Quantitative Research & Strategy Formulation: Engage in comprehensive quantitative research to uncover market inefficiencies and formulate systematic trading strategies. Apply statistical, econometric, and machine learning methodologies to model macroeconomic interactions and predict asset valuations.
- Data Analysis & Signal Extraction: Investigate extensive and intricate datasets, including macroeconomic indicators, market prices, and alternative data, to derive predictive signals. Utilize advanced data science techniques to improve the reliability and precision of models.
- Model Development & Enhancement: Collaborate with technology and trading teams to construct and deploy quantitative frameworks, models, and strategies in a live trading setting. Regularly refine and optimize models to respond to evolving market dynamics.
- Risk Assessment: Partner with risk management teams to evaluate and mitigate the risks linked to trading strategies. Create risk models that consider diverse market scenarios and stress conditions.
Qualifications:
- Robust academic credentials: Ph.D. or Master's degree in a quantitative field such as Economics, Finance, Mathematics, Statistics, Computer Science, or a related discipline.
- Proficient programming abilities in Python, R, or a comparable language, with a focus on writing clean and efficient code.
- Experience in statistical analysis, econometrics, and machine learning methodologies.
- Skilled in handling large datasets and utilizing data analysis tools.
- Understanding of financial markets and economic principles.
- Demonstrated success in developing and executing effective quantitative trading strategies, ideally within a global macro framework.
- 3-5 years of experience in a high-performance trading environment, such as a hedge fund, proprietary trading firm, or investment bank.
This role is being advertised anonymously. If you wish to discuss the position further before submitting your application, please send a blank application, and a representative will reach out to you. Only highly qualified candidates will receive a response.
