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Systematic Macro Quantitative Researcher
2 months ago
Our client, a globally established and highly prestigious multi-platform Hedge Fund, is seeking a Systematic Macro Quant Researcher to join a newly created team within their business.
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: Analyze 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.
- Strong Academic Background: Ph.D. or Master's degree in a quantitative discipline such as Economics, Finance, Mathematics, Statistics, Computer Science, or a related field.
- Strong Programming Skills: Proficiency in programming languages such as Python, R, or a similar language, and the ability to write clean code.
- Experience with Statistical Analysis: Experience with statistical analysis, econometrics, and machine learning techniques.
- Proficiency in Working with Large Datasets: Proficiency in working with large datasets and data analysis tools.
- Familiarity with Financial Markets: Familiarity with financial markets and economic theory.
- Proven Track Record: Proven track record of developing and implementing successful quantitative trading strategies, preferably within a global macro context.
- Experience in a High-Performance Trading Environment: 3-5 years' experience in a high-performance trading environment, such as a hedge fund, proprietary trading firm, or investment bank.
